DZ Bank Call 66.5 NVD 16.01.2026
/ DE000DJ86N57
DZ Bank Call 66.5 NVD 16.01.2026/ DE000DJ86N57 /
| 1/24/2025 9:42:32 PM |
Chg.-4.250 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 77.510EUR |
-5.20% |
77.860
Bid Size: 1,250 |
-
Ask Size: - |
NVIDIA CORP. DL... |
66.50 - |
1/16/2026 |
Call |
Master data
| WKN: |
DJ86N5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NVIDIA CORP. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.50 - |
| Maturity: |
1/16/2026 |
| Issue date: |
2/5/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
77.75 |
| Intrinsic value: |
74.84 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.50 |
| Parity: |
74.84 |
| Time value: |
7.90 |
| Break-even: |
149.24 |
| Moneyness: |
2.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
1.57 |
| Rho: |
0.46 |
Quote data
| Open: |
82.090 |
| High: |
83.370 |
| Low: |
77.440 |
| Previous Close: |
81.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.04% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
+2.28% |
| YTD |
|
|
+6.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
82.570 |
74.870 |
| 1M High / 1M Low: |
86.290 |
68.260 |
| 6M High / 6M Low: |
86.290 |
42.870 |
| High (YTD): |
1/6/2025 |
86.290 |
| Low (YTD): |
1/14/2025 |
68.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
78.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
76.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
66.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.20% |
| Volatility 6M: |
|
87.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |