DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ78RW4
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ78RW4 /
8/16/2024 8:35:12 PM |
Chg.-0.020 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-3.92% |
0.490 Bid Size: 7,500 |
0.550 Ask Size: 7,500 |
AURUBIS AG |
70.00 EUR |
12/19/2025 |
Call |
Master data
WKN: |
DJ78RW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
1/5/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.33 |
Parity: |
-0.47 |
Time value: |
0.56 |
Break-even: |
75.60 |
Moneyness: |
0.93 |
Premium: |
0.16 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
12.00% |
Delta: |
0.51 |
Theta: |
-0.01 |
Omega: |
5.99 |
Rho: |
0.38 |
Quote data
Open: |
0.510 |
High: |
0.540 |
Low: |
0.490 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.08% |
1 Month |
|
|
-35.53% |
3 Months |
|
|
-40.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.480 |
1M High / 1M Low: |
0.760 |
0.410 |
6M High / 6M Low: |
0.880 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.585 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.656 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.89% |
Volatility 6M: |
|
84.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |