DZ Bank Call 95 WCH 19.12.2025
/ DE000DJ78347
DZ Bank Call 95 WCH 19.12.2025/ DE000DJ78347 /
| 2024-05-31 9:34:35 PM |
Chg.-0.030 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-2.19% |
1.350
Bid Size: 3,500 |
1.410
Ask Size: 3,500 |
WACKER CHEMIE ... |
95.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ7834 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.34 |
| Parity: |
0.69 |
| Time value: |
0.72 |
| Break-even: |
109.10 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
4.44% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.86 |
| Rho: |
1.06 |
Quote data
| Open: |
1.350 |
| High: |
1.360 |
| Low: |
1.330 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
+4.69% |
| 3 Months |
|
|
-1.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.320 |
| 1M High / 1M Low: |
1.450 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
