DZ Bank Call 57.5 AZ2 19.12.2025
/ DE000DJ8RY11
DZ Bank Call 57.5 AZ2 19.12.2025/ DE000DJ8RY11 /
14/06/2024 21:34:56 |
Chg.-0.140 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-13.86% |
0.870 Bid Size: 5,000 |
0.900 Ask Size: 5,000 |
ANDRITZ AG |
57.50 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DJ8RY1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.50 EUR |
Maturity: |
19/12/2025 |
Issue date: |
23/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
0.16 |
Time value: |
0.74 |
Break-even: |
66.50 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
3.45% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
4.38 |
Rho: |
0.46 |
Quote data
Open: |
0.910 |
High: |
0.960 |
Low: |
0.820 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.47% |
1 Month |
|
|
+52.63% |
3 Months |
|
|
+8.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.720 |
1M High / 1M Low: |
1.010 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.848 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |