DZ Bank Call 42.5 EBO 19.12.2025
/ DE000DJ879T4
DZ Bank Call 42.5 EBO 19.12.2025/ DE000DJ879T4 /
| 9/3/2024 9:02:16 AM |
Chg.- |
Bid1:12:21 PM |
Ask1:12:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
- |
0.89
Bid Size: 50,000 |
0.90
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
2/6/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.60 |
| Time value: |
0.34 |
| Break-even: |
51.90 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.38 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.57% |
| 1 Month |
|
|
+27.16% |
| 3 Months |
|
|
+35.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.94 |
| 1M High / 1M Low: |
1.03 |
0.54 |
| 6M High / 6M Low: |
1.03 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.85% |
| Volatility 6M: |
|
99.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
