DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ8EE93
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ8EE93 /
| 24/01/2025 21:42:51 |
Chg.-0.020 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-1.82% |
1.080
Bid Size: 3,000 |
1.110
Ask Size: 3,000 |
AURUBIS AG |
70.00 - |
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 - |
| Maturity: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.37 |
| Parity: |
0.40 |
| Time value: |
0.72 |
| Break-even: |
81.10 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.34 |
Quote data
| Open: |
1.110 |
| High: |
1.190 |
| Low: |
1.080 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-25.52% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
-21.74% |
| 1 Year |
|
|
-11.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.080 |
| 1M High / 1M Low: |
1.380 |
0.940 |
| 6M High / 6M Low: |
2.050 |
0.620 |
| High (YTD): |
06/01/2025 |
1.320 |
| Low (YTD): |
14/01/2025 |
0.940 |
| 52W High: |
20/05/2024 |
2.080 |
| 52W Low: |
08/10/2024 |
0.620 |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
52.632 |
| Avg. price 6M: |
|
1.151 |
| Avg. volume 6M: |
|
316.535 |
| Avg. price 1Y: |
|
1.240 |
| Avg. volume 1Y: |
|
223.465 |
| Volatility 1M: |
|
114.84% |
| Volatility 6M: |
|
150.94% |
| Volatility 1Y: |
|
133.00% |
| Volatility 3Y: |
|
- |