DZ Bank Call 40 SBS 19.12.2025
/ DE000DJ8EVD0
DZ Bank Call 40 SBS 19.12.2025/ DE000DJ8EVD0 /
| 2024-06-07 9:35:11 PM |
Chg.+0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+2.42% |
1.260
Bid Size: 2,000 |
1.470
Ask Size: 2,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8EVD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
0.68 |
| Time value: |
0.72 |
| Break-even: |
53.90 |
| Moneyness: |
1.17 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
12.10% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.51 |
| Rho: |
0.32 |
Quote data
| Open: |
1.250 |
| High: |
1.350 |
| Low: |
1.250 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+38.04% |
| 3 Months |
|
|
+15.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.240 |
| 1M High / 1M Low: |
1.290 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
