DZ Bank Call 40 GBF 19.12.2025
/ DE000DJ8CLS3
DZ Bank Call 40 GBF 19.12.2025/ DE000DJ8CLS3 /
| 9/27/2024 11:34:42 AM |
Chg.0.000 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
0.00% |
1.120
Bid Size: 60,000 |
1.140
Ask Size: 60,000 |
BILFINGER SE O.N. |
40.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ8CLS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.83 |
| Time value: |
0.37 |
| Break-even: |
51.90 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
5.31% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.26 |
| Rho: |
0.33 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.080 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.010 |
| 1M High / 1M Low: |
1.120 |
0.910 |
| 6M High / 6M Low: |
1.510 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
81.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
