DZ Bank Call 70 NDA 19.12.2025
/ DE000DJ8EE93
DZ Bank Call 70 NDA 19.12.2025/ DE000DJ8EE93 /
| 29/07/2024 18:12:14 |
Chg.+0.06 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+4.80% |
-
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: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
1.14 |
| Break-even: |
82.70 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.62 |
| Rho: |
0.46 |
Quote data
| Open: |
1.24 |
| High: |
1.31 |
| Low: |
1.24 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.66% |
| 3 Months |
|
|
-22.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.17 |
| 1M High / 1M Low: |
1.81 |
1.17 |
| 6M High / 6M Low: |
2.06 |
0.70 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
880 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
255.99 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.13% |
| Volatility 6M: |
|
107.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
