DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ47VW1
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ47VW1 /
| 1/10/2025 6:14:12 PM |
Chg.-0.170 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-20.99% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ47VW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
8/30/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
0.35 |
| Time value: |
0.49 |
| Break-even: |
78.40 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
5.73 |
| Rho: |
0.18 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.640 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.35% |
| 1 Month |
|
|
-62.35% |
| 3 Months |
|
|
+25.49% |
| YTD |
|
|
-41.28% |
| 1 Year |
|
|
-44.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.810 |
| 1M High / 1M Low: |
1.790 |
0.810 |
| 6M High / 6M Low: |
1.790 |
0.400 |
| High (YTD): |
1/6/2025 |
1.050 |
| Low (YTD): |
1/9/2025 |
0.810 |
| 52W High: |
12/11/2024 |
1.790 |
| 52W Low: |
10/15/2024 |
0.400 |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
276.181 |
| Avg. price 1Y: |
|
0.997 |
| Avg. volume 1Y: |
|
159.154 |
| Volatility 1M: |
|
91.80% |
| Volatility 6M: |
|
203.14% |
| Volatility 1Y: |
|
169.56% |
| Volatility 3Y: |
|
- |