DZ Bank Call 60 NDA 19.12.2025
/ DE000DJ78RV6
DZ Bank Call 60 NDA 19.12.2025/ DE000DJ78RV6 /
| 2024-09-25 7:34:36 PM |
Chg.+0.020 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
0.680
Bid Size: 10,500 |
0.730
Ask Size: 10,500 |
AURUBIS AG |
60.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ78RV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.50 |
| Break-even: |
67.20 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
9.09% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.44 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.07% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
-32.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.620 |
| 1M High / 1M Low: |
0.870 |
0.620 |
| 6M High / 6M Low: |
1.030 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.44% |
| Volatility 6M: |
|
73.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
