DZ Bank Call 20 VAR 19.12.2025
/ DE000DJ783F7
DZ Bank Call 20 VAR 19.12.2025/ DE000DJ783F7 /
| 2024-06-07 9:34:53 PM |
Chg.-0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
VARTA AG O.N. |
20.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ783F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VARTA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.59 |
| Parity: |
-10.19 |
| Time value: |
0.80 |
| Break-even: |
20.80 |
| Moneyness: |
0.49 |
| Premium: |
1.12 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.45 |
| Spread %: |
128.57% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
3.28 |
| Rho: |
0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.530 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
-63.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.540 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
