DZ Bank Call 100 NDA 19.12.2025/  DE000DQ9PJF5  /

Frankfurt Zert./DZB
12/20/2024  9:42:50 PM Chg.-0.050 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.340EUR -12.82% 0.330
Bid Size: 3,000
0.360
Ask Size: 3,000
AURUBIS AG 100.00 EUR 12/19/2025 Call
 

Master data

WKN: DQ9PJF
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/19/2025
Issue date: 11/6/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.64
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.37
Parity: -2.21
Time value: 0.36
Break-even: 103.60
Moneyness: 0.78
Premium: 0.33
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 9.09%
Delta: 0.28
Theta: -0.01
Omega: 6.12
Rho: 0.18
 

Quote data

Open: 0.380
High: 0.380
Low: 0.320
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -12.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.620 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -