DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ8EE93
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ8EE93 /
25/09/2024 19:34:54 |
Chg.+0.030 |
Bid19:46:16 |
Ask19:46:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+4.76% |
0.660 Bid Size: 10,500 |
0.680 Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DJ8EE9 |
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: |
12/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.34 |
Parity: |
-0.78 |
Time value: |
0.66 |
Break-even: |
76.60 |
Moneyness: |
0.89 |
Premium: |
0.23 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
4.76% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
4.52 |
Rho: |
0.29 |
Quote data
Open: |
0.610 |
High: |
0.660 |
Low: |
0.570 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.32% |
1 Month |
|
|
-31.96% |
3 Months |
|
|
-61.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.630 |
1M High / 1M Low: |
1.180 |
0.630 |
6M High / 6M Low: |
2.080 |
0.630 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
1,960 |
Avg. price 1M: |
|
0.900 |
Avg. volume 1M: |
|
536.364 |
Avg. price 6M: |
|
1.322 |
Avg. volume 6M: |
|
219.845 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.41% |
Volatility 6M: |
|
134.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |