DZ Bank Call 17.5 ZAL 19.12.2025/  DE000DJ8J902  /

Frankfurt Zert./DZB
2024-12-20  9:42:39 PM Chg.-0.030 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
1.610EUR -1.83% 1.600
Bid Size: 10,000
1.680
Ask Size: 10,000
ZALANDO SE 17.50 EUR 2025-12-19 Call
 

Master data

WKN: DJ8J90
Issuer: DZ Bank AG
Currency: EUR
Underlying: ZALANDO SE
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 2025-12-19
Issue date: 2024-01-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.96
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.55
Implied volatility: 0.58
Historic volatility: 0.41
Parity: 1.55
Time value: 0.13
Break-even: 34.30
Moneyness: 1.89
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 5.00%
Delta: 0.92
Theta: 0.00
Omega: 1.82
Rho: 0.14
 

Quote data

Open: 1.620
High: 1.660
Low: 1.610
Previous Close: 1.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.55%
1 Month  
+24.81%
3 Months  
+49.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.610
1M High / 1M Low: 1.840 1.230
6M High / 6M Low: 1.840 0.650
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   1.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.083
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.24%
Volatility 6M:   78.66%
Volatility 1Y:   -
Volatility 3Y:   -