DZ Bank Call 67.5 BSN 19.09.2025
/ DE000DQ8E862
DZ Bank Call 67.5 BSN 19.09.2025/ DE000DQ8E862 /
| 10/01/2025 15:45:10 |
Chg.-0.030 |
Bid16:07:49 |
Ask16:07:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.220
Bid Size: 100,000 |
0.230
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
67.50 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
DQ8E86 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
02/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.13 |
| Parity: |
-0.19 |
| Time value: |
0.28 |
| Break-even: |
70.30 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
11.51 |
| Rho: |
0.20 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-23.33% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.260 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.260 |
| Low (YTD): |
07/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |