DZ Bank Call 100 NEM 20.09.2024
/ DE000DJ6RBX6
DZ Bank Call 100 NEM 20.09.2024/ DE000DJ6RBX6 /
| 2024-06-21 1:05:17 PM |
Chg.-0.030 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-9.09% |
0.300
Bid Size: 80,000 |
0.310
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6RBX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.83 |
| Time value: |
0.36 |
| Break-even: |
103.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
9.22 |
| Rho: |
0.07 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-18.92% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.550 |
0.090 |
| 6M High / 6M Low: |
0.690 |
0.090 |
| High (YTD): |
2024-02-08 |
0.690 |
| Low (YTD): |
2024-05-31 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
608.39% |
| Volatility 6M: |
|
350.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
