DZ Bank Call 40 EBO 19.12.2025
/ DE000DJ8EJ07
DZ Bank Call 40 EBO 19.12.2025/ DE000DJ8EJ07 /
| 2024-07-29 9:07:56 AM |
Chg.+0.01 |
Bid10:49:18 AM |
Ask10:49:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+0.94% |
1.07
Bid Size: 50,000 |
1.09
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8EJ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.33 |
| Break-even: |
51.00 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
5.77% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.62 |
| Rho: |
0.40 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.08% |
| 1 Month |
|
|
+32.10% |
| 3 Months |
|
|
+57.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.97 |
| 1M High / 1M Low: |
1.06 |
0.87 |
| 6M High / 6M Low: |
1.06 |
0.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
82.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
