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: |
|
- |
