DZ Bank Call 16 VAR 19.12.2025/  DE000DJ783D2  /

Frankfurt Zert./DZB
5/31/2024  9:34:51 PM Chg.-0.040 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
0.530EUR -7.02% 0.520
Bid Size: 2,000
0.970
Ask Size: 2,000
VARTA AG O.N. 16.00 EUR 12/19/2025 Call
 

Master data

WKN: DJ783D
Issuer: DZ Bank AG
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 12/19/2025
Issue date: 1/5/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 10.97
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.59
Parity: -5.36
Time value: 0.97
Break-even: 16.97
Moneyness: 0.67
Premium: 0.59
Premium p.a.: 0.35
Spread abs.: 0.45
Spread %: 86.54%
Delta: 0.34
Theta: 0.00
Omega: 3.73
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.690
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month  
+17.78%
3 Months
  -57.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.530
1M High / 1M Low: 0.760 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -