DZ Bank Call 70 NDA 19.12.2025/  DE000DJ8EE93  /

EUWAX
1/24/2025  6:12:23 PM Chg.+0.01 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.08EUR +0.93% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 70.00 - 12/19/2025 Call
 

Master data

WKN: DJ8EE9
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/19/2025
Issue date: 1/12/2024
Last trading day: 12/18/2025
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: 1.11
High: 1.18
Low: 1.08
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month
  -26.53%
3 Months  
+2.86%
YTD
  -21.74%
1 Year
  -11.48%
3 Years     -
5 Years     -
1W High / 1W Low: 1.27 1.07
1M High / 1M Low: 1.38 0.93
6M High / 6M Low: 2.05 0.63
High (YTD): 1/6/2025 1.34
Low (YTD): 1/13/2025 0.93
52W High: 5/20/2024 2.06
52W Low: 9/24/2024 0.63
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   157.89
Avg. price 6M:   1.15
Avg. volume 6M:   314.96
Avg. price 1Y:   1.24
Avg. volume 1Y:   285.48
Volatility 1M:   119.48%
Volatility 6M:   152.11%
Volatility 1Y:   131.39%
Volatility 3Y:   -