DZ Bank Call 80 NDA 19.12.2025
/ DE000DJ78RX2
DZ Bank Call 80 NDA 19.12.2025/ DE000DJ78RX2 /
| 2024-07-31 6:11:07 PM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ78RX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.32 |
| Parity: |
-0.93 |
| Time value: |
0.50 |
| Break-even: |
85.00 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
13.64% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.36 |
Quote data
| Open: |
0.450 |
| High: |
0.500 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-12.73% |
| 3 Months |
|
|
-18.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.670 |
0.420 |
| 6M High / 6M Low: |
0.710 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.49% |
| Volatility 6M: |
|
95.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
