DZ Bank Call 9 NDX1 19.12.2025
/ DE000DJ8RZ51
DZ Bank Call 9 NDX1 19.12.2025/ DE000DJ8RZ51 /
| 14/06/2024 21:04:39 |
Chg.-0.100 |
Bid14/06/2024 |
Ask14/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.970EUR |
-1.97% |
4.970
Bid Size: 10,000 |
5.050
Ask Size: 10,000 |
NORDEX SE O.N. |
9.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8RZ5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
23/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.41 |
| Parity: |
3.45 |
| Time value: |
1.73 |
| Break-even: |
14.18 |
| Moneyness: |
1.38 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
1.77% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
1.96 |
| Rho: |
0.08 |
Quote data
| Open: |
5.090 |
| High: |
5.100 |
| Low: |
4.790 |
| Previous Close: |
5.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.86% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
+4.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.280 |
5.070 |
| 1M High / 1M Low: |
7.620 |
5.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
