DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ8EE93
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ8EE93 /
| 09/07/2024 12:34:49 |
Chg.-0.010 |
Bid12:55:00 |
Ask12:55:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-0.57% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8EE9 |
| 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: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.33 |
| Parity: |
0.87 |
| Time value: |
0.92 |
| Break-even: |
87.80 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.71% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.27 |
| Rho: |
0.58 |
Quote data
| Open: |
1.750 |
| High: |
1.800 |
| Low: |
1.730 |
| Previous Close: |
1.750 |
| Turnover: |
1,800 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+31.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.640 |
| 1M High / 1M Low: |
1.790 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.554 |
| Avg. volume 1M: |
|
360 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
