DZ Bank Call 80 NDA 19.12.2025
/ DE000DQ11KD5
DZ Bank Call 80 NDA 19.12.2025/ DE000DQ11KD5 /
| 9/27/2024 11:34:54 AM |
Chg.+0.010 |
Bid11:38:49 AM |
Ask11:38:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.230
Bid Size: 30,000 |
0.250
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DQ11KD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.34 |
| Parity: |
-1.40 |
| Time value: |
0.28 |
| Break-even: |
82.80 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
27.27% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
7.27 |
| Rho: |
0.22 |
Quote data
| Open: |
0.230 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-36.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.180 |
| 1M High / 1M Low: |
0.280 |
0.180 |
| 6M High / 6M Low: |
0.450 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.16% |
| Volatility 6M: |
|
112.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
