DZ Bank Call 90 NDA 20.06.2025
/ DE000DJ3S086
DZ Bank Call 90 NDA 20.06.2025/ DE000DJ3S086 /
| 1/10/2025 6:09:49 PM |
Chg.-0.060 |
Bid7:59:00 PM |
Ask7:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-40.00% |
0.090
Bid Size: 7,500 |
0.140
Ask Size: 7,500 |
AURUBIS AG |
90.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3S08 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.37 |
| Parity: |
-1.65 |
| Time value: |
0.18 |
| Break-even: |
91.80 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
8.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.090 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.09% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
-81.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.150 |
| 1M High / 1M Low: |
0.680 |
0.150 |
| 6M High / 6M Low: |
0.690 |
0.072 |
| High (YTD): |
1/6/2025 |
0.230 |
| Low (YTD): |
1/9/2025 |
0.150 |
| 52W High: |
5/20/2024 |
0.740 |
| 52W Low: |
9/24/2024 |
0.072 |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
904.331 |
| Avg. price 1Y: |
|
0.333 |
| Avg. volume 1Y: |
|
533.268 |
| Volatility 1M: |
|
146.45% |
| Volatility 6M: |
|
314.34% |
| Volatility 1Y: |
|
253.80% |
| Volatility 3Y: |
|
- |