DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ78RW4
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ78RW4 /
| 9/25/2024 11:06:04 AM |
Chg.-0.030 |
Bid11:28:22 AM |
Ask11:28:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.410
Bid Size: 30,000 |
0.430
Ask Size: 30,000 |
AURUBIS AG |
70.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ78RW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.34 |
| Parity: |
-0.78 |
| Time value: |
0.48 |
| Break-even: |
74.80 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
5.73 |
| Rho: |
0.28 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.20% |
| 1 Month |
|
|
-25.93% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.430 |
| 1M High / 1M Low: |
0.650 |
0.430 |
| 6M High / 6M Low: |
0.880 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.01% |
| Volatility 6M: |
|
94.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
