DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ78RW4
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ78RW4 /
26/09/2024 14:06:27 |
Chg.+0.090 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+20.45% |
0.530 Bid Size: 30,000 |
0.550 Ask Size: 30,000 |
AURUBIS AG |
70.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
05/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
12.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.34 |
Parity: |
-0.73 |
Time value: |
0.50 |
Break-even: |
75.00 |
Moneyness: |
0.90 |
Premium: |
0.20 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
13.64% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
5.69 |
Rho: |
0.29 |
Quote data
Open: |
0.440 |
High: |
0.530 |
Low: |
0.440 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.46% |
1 Month |
|
|
-5.36% |
3 Months |
|
|
-30.26% |
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: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.667 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.88% |
Volatility 6M: |
|
94.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |