DZ Bank Call 60 NDA 19.09.2025
/ DE000DQ8QJ99
DZ Bank Call 60 NDA 19.09.2025/ DE000DQ8QJ99 /
| 1/24/2025 9:42:25 PM |
Chg.-0.030 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-1.84% |
1.600
Bid Size: 3,000 |
1.660
Ask Size: 3,000 |
AURUBIS AG |
60.00 - |
9/19/2025 |
Call |
Master data
| WKN: |
DQ8QJ9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
9/19/2025 |
| Issue date: |
10/9/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.37 |
| Parity: |
1.40 |
| Time value: |
0.27 |
| Break-even: |
76.60 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.75% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.30 |
Quote data
| Open: |
1.640 |
| High: |
1.740 |
| Low: |
1.600 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-20.79% |
| 3 Months |
|
|
+7.38% |
| YTD |
|
|
-17.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.590 |
| 1M High / 1M Low: |
1.950 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.870 |
| Low (YTD): |
1/14/2025 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |