DZ Bank Call 80 NDA 19.12.2025
/ DE000DJ8EFA9
DZ Bank Call 80 NDA 19.12.2025/ DE000DJ8EFA9 /
| 2024-07-31 5:04:20 PM |
Chg.+0.060 |
Bid5:36:03 PM |
Ask5:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+7.59% |
0.830
Bid Size: 10,500 |
0.860
Ask Size: 10,500 |
AURUBIS AG |
80.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8EFA |
| 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: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
-0.93 |
| Time value: |
0.82 |
| Break-even: |
88.20 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.25 |
| Rho: |
0.37 |
Quote data
| Open: |
0.810 |
| High: |
0.890 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.59% |
| 1 Month |
|
|
-7.61% |
| 3 Months |
|
|
-26.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.790 |
| 1M High / 1M Low: |
1.230 |
0.750 |
| 6M High / 6M Low: |
1.460 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
590.909 |
| Avg. price 6M: |
|
0.893 |
| Avg. volume 6M: |
|
401.055 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.76% |
| Volatility 6M: |
|
133.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
