DZ Bank Call 40 EBO 19.12.2025
/ DE000DJ8EJ07
DZ Bank Call 40 EBO 19.12.2025/ DE000DJ8EJ07 /
| 24/09/2024 21:34:54 |
Chg.0.000 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
0.00% |
0.980
Bid Size: 5,000 |
1.040
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8EJ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.77 |
| Time value: |
0.26 |
| Break-even: |
50.30 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
6.19% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.94 |
| Rho: |
0.37 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.19% |
| 3 Months |
|
|
+24.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.970 |
| 1M High / 1M Low: |
1.200 |
0.970 |
| 6M High / 6M Low: |
1.200 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.83% |
| Volatility 6M: |
|
85.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
