DZ Bank Call 95 NDA 20.06.2025
/ DE000DJ3S094
DZ Bank Call 95 NDA 20.06.2025/ DE000DJ3S094 /
| 1/10/2025 1:07:05 PM |
Chg.+0.020 |
Bid1:46:53 PM |
Ask1:46:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+25.00% |
0.090
Bid Size: 30,000 |
0.110
Ask Size: 30,000 |
AURUBIS AG |
95.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3S09 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
52.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
-2.15 |
| Time value: |
0.14 |
| Break-even: |
96.40 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.06 |
| Spread %: |
75.00% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
9.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.080 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-78.26% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
-73.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.080 |
| 1M High / 1M Low: |
0.510 |
0.080 |
| 6M High / 6M Low: |
0.530 |
0.035 |
| High (YTD): |
1/6/2025 |
0.150 |
| Low (YTD): |
1/9/2025 |
0.080 |
| 52W High: |
5/20/2024 |
0.570 |
| 52W Low: |
10/15/2024 |
0.035 |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.245 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
178.92% |
| Volatility 6M: |
|
363.38% |
| Volatility 1Y: |
|
290.86% |
| Volatility 3Y: |
|
- |