DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ47VW1
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ47VW1 /
| 1/24/2025 6:13:52 PM |
Chg.+0.010 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 - |
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 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/30/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.37 |
| Parity: |
0.40 |
| Time value: |
0.42 |
| Break-even: |
78.10 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.12 |
| Rho: |
0.17 |
Quote data
| Open: |
0.790 |
| High: |
0.880 |
| Low: |
0.780 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
-34.45% |
| 3 Months |
|
|
-1.27% |
| YTD |
|
|
-28.44% |
| 1 Year |
|
|
-22.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.770 |
| 1M High / 1M Low: |
1.090 |
0.640 |
| 6M High / 6M Low: |
1.790 |
0.400 |
| High (YTD): |
1/6/2025 |
1.050 |
| Low (YTD): |
1/13/2025 |
0.640 |
| 52W High: |
12/11/2024 |
1.790 |
| 52W Low: |
10/15/2024 |
0.400 |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.897 |
| Avg. volume 6M: |
|
276.181 |
| Avg. price 1Y: |
|
0.989 |
| Avg. volume 1Y: |
|
150.689 |
| Volatility 1M: |
|
157.95% |
| Volatility 6M: |
|
208.14% |
| Volatility 1Y: |
|
171.69% |
| Volatility 3Y: |
|
- |