DZ Bank Call 80 NDA 19.12.2025
/ DE000DJ8EFA9
DZ Bank Call 80 NDA 19.12.2025/ DE000DJ8EFA9 /
| 31/07/2024 13:06:10 |
Chg.+0.040 |
Bid13:20:12 |
Ask13:20:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+5.00% |
0.840
Bid Size: 30,000 |
0.850
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| 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: |
0.850 |
| Low: |
0.810 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-9.68% |
| 3 Months |
|
|
-27.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.800 |
| 1M High / 1M Low: |
1.240 |
0.750 |
| 6M High / 6M Low: |
1.480 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
3,863.636 |
| Avg. price 6M: |
|
0.894 |
| Avg. volume 6M: |
|
2,716.535 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.48% |
| Volatility 6M: |
|
128.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
