DZ Bank Call 60 AZ2 19.12.2025
/ DE000DJ8EER6
DZ Bank Call 60 AZ2 19.12.2025/ DE000DJ8EER6 /
| 20/09/2024 21:34:29 |
Chg.-0.030 |
Bid21:38:19 |
Ask21:38:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
0.840
Bid Size: 12,500 |
0.870
Ask Size: 12,500 |
ANDRITZ AG |
60.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8EER |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
0.36 |
| Time value: |
0.55 |
| Break-even: |
69.10 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.45 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
+29.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.700 |
| 1M High / 1M Low: |
0.870 |
0.530 |
| 6M High / 6M Low: |
0.870 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.81% |
| Volatility 6M: |
|
134.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
