DZ Bank Call 9 NDX1 19.12.2025
/ DE000DJ8RZ51
DZ Bank Call 9 NDX1 19.12.2025/ DE000DJ8RZ51 /
| 2024-05-21 7:04:53 PM |
Chg.+0.010 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.790EUR |
+0.15% |
6.790
Bid Size: 14,000 |
6.870
Ask Size: 14,000 |
NORDEX SE O.N. |
9.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8RZ5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.20 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
5.24 |
| Time value: |
1.63 |
| Break-even: |
15.87 |
| Moneyness: |
1.58 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
1.33% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
1.78 |
| Rho: |
0.08 |
Quote data
| Open: |
6.780 |
| High: |
6.860 |
| Low: |
6.710 |
| Previous Close: |
6.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.89% |
| 1 Month |
|
|
+31.59% |
| 3 Months |
|
|
+97.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.620 |
6.780 |
| 1M High / 1M Low: |
7.620 |
5.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
