DZ Bank Call 80 NDA 19.12.2025
/ DE000DJ8EFA9
DZ Bank Call 80 NDA 19.12.2025/ DE000DJ8EFA9 /
24/01/2025 18:12:26 |
Chg.+0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+1.85% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
80.00 - |
19/12/2025 |
Call |
Master data
WKN: |
DJ8EFA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
19/12/2025 |
Issue date: |
12/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.37 |
Parity: |
-0.61 |
Time value: |
0.54 |
Break-even: |
85.40 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.46 |
Theta: |
-0.01 |
Omega: |
6.28 |
Rho: |
0.26 |
Quote data
Open: |
0.560 |
High: |
0.620 |
Low: |
0.550 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.84% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-3.51% |
YTD |
|
|
-32.10% |
1 Year |
|
|
-35.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.540 |
1M High / 1M Low: |
0.810 |
0.460 |
6M High / 6M Low: |
1.380 |
0.290 |
High (YTD): |
06/01/2025 |
0.770 |
Low (YTD): |
13/01/2025 |
0.460 |
52W High: |
20/05/2024 |
1.480 |
52W Low: |
24/09/2024 |
0.290 |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.618 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.674 |
Avg. volume 6M: |
|
1,102.362 |
Avg. price 1Y: |
|
0.784 |
Avg. volume 1Y: |
|
1,917.323 |
Volatility 1M: |
|
159.15% |
Volatility 6M: |
|
206.43% |
Volatility 1Y: |
|
171.43% |
Volatility 3Y: |
|
- |