DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0FE46
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0FE46 /
| 1/24/2025 9:42:30 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-2.00% |
1.470
Bid Size: 3,000 |
1.590
Ask Size: 3,000 |
AURUBIS AG |
60.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DQ0FE4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
1.40 |
| Time value: |
0.20 |
| Break-even: |
75.90 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
8.16% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.01 |
| Rho: |
0.19 |
Quote data
| Open: |
1.510 |
| High: |
1.630 |
| Low: |
1.470 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.16% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+7.30% |
| YTD |
|
|
-19.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.470 |
| 1M High / 1M Low: |
1.830 |
1.300 |
| 6M High / 6M Low: |
2.560 |
0.840 |
| High (YTD): |
1/6/2025 |
1.750 |
| Low (YTD): |
1/10/2025 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.74% |
| Volatility 6M: |
|
143.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |