DZ Bank Call 45 EBO 19.12.2025
/ DE000DJ8EJ15
DZ Bank Call 45 EBO 19.12.2025/ DE000DJ8EJ15 /
2024-09-03 9:35:24 PM |
Chg.-0.100 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-11.76% |
0.750 Bid Size: 5,000 |
0.780 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
45.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ8EJ1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
0.48 |
Time value: |
0.40 |
Break-even: |
53.80 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
3.53% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
4.32 |
Rho: |
0.38 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.740 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
+41.51% |
3 Months |
|
|
+22.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.780 |
1M High / 1M Low: |
0.850 |
0.470 |
6M High / 6M Low: |
0.850 |
0.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.516 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.55% |
Volatility 6M: |
|
115.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |