DZ Bank Call 42.5 EBO 19.12.2025
/ DE000DJ879T4
DZ Bank Call 42.5 EBO 19.12.2025/ DE000DJ879T4 /
| 31/07/2024 09:02:20 |
Chg.+0.050 |
Bid18:34:51 |
Ask18:34:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
0.910
Bid Size: 17,500 |
0.930
Ask Size: 17,500 |
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: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.37 |
| Break-even: |
52.10 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.40 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.46% |
| 1 Month |
|
|
+43.94% |
| 3 Months |
|
|
+63.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.810 |
| 1M High / 1M Low: |
0.900 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
