DZ Bank Call 100 HOT 19.12.2025/  DE000DJ82LG2  /

Frankfurt Zert./DZB
2024-10-31  9:35:11 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
2.060EUR -1.44% 2.070
Bid Size: 6,000
2.100
Ask Size: 6,000
HOCHTIEF AG 100.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ82LG
Issuer: DZ Bank AG
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.32
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 1.32
Time value: 0.79
Break-even: 121.10
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.44%
Delta: 0.77
Theta: -0.02
Omega: 4.15
Rho: 0.75
 

Quote data

Open: 2.070
High: 2.150
Low: 2.010
Previous Close: 2.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.94%
1 Month  
+3.00%
3 Months
  -2.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 2.090
1M High / 1M Low: 2.470 1.880
6M High / 6M Low: 2.470 1.500
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.158
Avg. volume 1W:   0.000
Avg. price 1M:   2.163
Avg. volume 1M:   0.000
Avg. price 6M:   1.942
Avg. volume 6M:   4.076
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.00%
Volatility 6M:   87.47%
Volatility 1Y:   -
Volatility 3Y:   -