DZ Bank Call 60 NDA 19.12.2025
/ DE000DJ78RV6
DZ Bank Call 60 NDA 19.12.2025/ DE000DJ78RV6 /
| 14/08/2024 21:34:37 |
Chg.+0.010 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.680
Bid Size: 3,000 |
0.740
Ask Size: 3,000 |
AURUBIS AG |
60.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ78RV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
05/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.33 |
| Parity: |
0.37 |
| Time value: |
0.36 |
| Break-even: |
67.30 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
8.96% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.25 |
| Rho: |
0.61 |
Quote data
| Open: |
0.670 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-32.67% |
| 3 Months |
|
|
-30.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.660 |
| 1M High / 1M Low: |
1.010 |
0.610 |
| 6M High / 6M Low: |
1.030 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.48% |
| Volatility 6M: |
|
63.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
