DZ Bank Call 57.5 AZ2 19.12.2025
/ DE000DJ8RY11
DZ Bank Call 57.5 AZ2 19.12.2025/ DE000DJ8RY11 /
| 6/20/2024 9:09:38 AM |
Chg.0.000 |
Bid10:28:00 AM |
Ask10:28:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.760
Bid Size: 50,000 |
0.770
Ask Size: 50,000 |
ANDRITZ AG |
57.50 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
1/23/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.78 |
| Break-even: |
65.60 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.43 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-9.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
0.940 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
