DZ Bank Call 70 AZ2 19.12.2025/  DE000DJ8XB02  /

Frankfurt Zert./DZB
2024-05-31  9:34:59 PM Chg.+0.010 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% 0.220
Bid Size: 5,000
0.250
Ask Size: 5,000
ANDRITZ AG 70.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8XB0
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-26
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.98
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.51
Time value: 0.25
Break-even: 72.50
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.30
Theta: -0.01
Omega: 6.56
Rho: 0.22
 

Quote data

Open: 0.210
High: 0.220
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+37.50%
3 Months
  -37.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -