DZ Bank Call 17.5 ZAL 19.12.2025
/ DE000DJ8J902
DZ Bank Call 17.5 ZAL 19.12.2025/ DE000DJ8J902 /
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: |
|
- |