DZ Bank Call 85 NDA 20.06.2025
/ DE000DJ3S078
DZ Bank Call 85 NDA 20.06.2025/ DE000DJ3S078 /
| 1/10/2025 5:42:24 PM |
Chg.-0.080 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-33.33% |
0.160
Bid Size: 10,500 |
0.190
Ask Size: 10,500 |
AURUBIS AG |
85.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3S07 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
-1.15 |
| Time value: |
0.27 |
| Break-even: |
87.70 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
8.23 |
| Rho: |
0.09 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.160 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.52% |
| 1 Month |
|
|
-81.18% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
-73.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.900 |
0.240 |
| 6M High / 6M Low: |
0.900 |
0.100 |
| High (YTD): |
1/6/2025 |
0.340 |
| Low (YTD): |
1/9/2025 |
0.240 |
| 52W High: |
5/20/2024 |
0.960 |
| 52W Low: |
10/15/2024 |
0.100 |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.447 |
| Avg. volume 1Y: |
|
41.732 |
| Volatility 1M: |
|
118.67% |
| Volatility 6M: |
|
282.67% |
| Volatility 1Y: |
|
235.50% |
| Volatility 3Y: |
|
- |