DZ Bank Call 42.5 EBO 19.12.2025
/ DE000DJ879T4
DZ Bank Call 42.5 EBO 19.12.2025/ DE000DJ879T4 /
| 07/10/2024 21:35:09 |
Chg.-0.020 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-2.27% |
0.870
Bid Size: 5,000 |
0.930
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ879T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
06/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.33 |
| Break-even: |
51.90 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
6.82% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.08 |
| Rho: |
0.35 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
+7.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.860 |
| 1M High / 1M Low: |
0.950 |
0.810 |
| 6M High / 6M Low: |
1.010 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.865 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.28% |
| Volatility 6M: |
|
94.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
