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DZ Bank Call 12 NDX1 20.06.2025/  DE000DJ5AJ53  /

Frankfurt Zert./DZB
03/10/2024  13:09:17 Chg.-0.010 Bid03/10/2024 Ask03/10/2024 Underlying Strike price Expiration date Option type
1.340EUR -0.74% 1.350
Bid Size: 40,000		 1.370
Ask Size: 40,000		 NORDEX SE O.N. 12.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ5AJ5
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/06/2025
Issue date: 01/09/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.26
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 0.96
Implied volatility: 0.14
Historic volatility: 0.41
Parity: 0.96
Time value: 0.44
Break-even: 13.40
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 4.48%
Delta: 0.82
Theta: 0.00
Omega: 7.58
Rho: 0.07
 

Quote data

Open: 1.330
High: 1.350
Low: 1.300
Previous Close: 1.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.65%
1 Month
  -16.77%
3 Months  
+14.53%
YTD  
+34.00%
1 Year  
+30.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.350
1M High / 1M Low: 1.770 1.350
6M High / 6M Low: 1.770 1.070
High (YTD): 23/09/2024 1.770
Low (YTD): 19/01/2024 0.670
52W High: 23/09/2024 1.770
52W Low: 19/01/2024 0.670
Avg. price 1W:   1.502
Avg. volume 1W:   0.000
Avg. price 1M:   1.631
Avg. volume 1M:   0.000
Avg. price 6M:   1.460
Avg. volume 6M:   0.000
Avg. price 1Y:   1.199
Avg. volume 1Y:   0.000
Volatility 1M:   54.74%
Volatility 6M:   64.03%
Volatility 1Y:   80.89%
Volatility 3Y:   -