DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ78RW4
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ78RW4 /
14/08/2024 21:34:57 |
Chg.+0.010 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
0.490 Bid Size: 3,000 |
0.550 Ask Size: 3,000 |
AURUBIS AG |
70.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
05/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.33 |
Parity: |
-0.63 |
Time value: |
0.54 |
Break-even: |
75.40 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.06 |
Spread %: |
12.50% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
5.70 |
Rho: |
0.34 |
Quote data
Open: |
0.480 |
High: |
0.510 |
Low: |
0.480 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.52% |
1 Month |
|
|
-37.97% |
3 Months |
|
|
-39.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.460 |
1M High / 1M Low: |
0.790 |
0.410 |
6M High / 6M Low: |
0.880 |
0.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.656 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.56% |
Volatility 6M: |
|
84.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |