DZ Bank Call 12 VAR 19.12.2025/  DE000DJ783B6  /

EUWAX
2024-06-07  8:12:50 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.680EUR -1.45% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 12.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ783B
Issuer: DZ Bank AG
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.17
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.59
Parity: -2.19
Time value: 1.07
Break-even: 13.07
Moneyness: 0.82
Premium: 0.33
Premium p.a.: 0.21
Spread abs.: 0.45
Spread %: 72.58%
Delta: 0.44
Theta: 0.00
Omega: 4.06
Rho: 0.05
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.84%
1 Month
  -29.90%
3 Months
  -53.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.650
1M High / 1M Low: 1.080 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -