DZ Bank Call 110 NEM 20.12.2024
/ DE000DJ7PAB6
DZ Bank Call 110 NEM 20.12.2024/ DE000DJ7PAB6 /
| 14/06/2024 21:34:42 |
Chg.-0.040 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
0.330
Bid Size: 8,000 |
0.360
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ7PAB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-1.93 |
| Time value: |
0.36 |
| Break-even: |
113.60 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
7.20 |
| Rho: |
0.12 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+13.79% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.330 |
| 1M High / 1M Low: |
0.480 |
0.130 |
| 6M High / 6M Low: |
0.570 |
0.110 |
| High (YTD): |
09/02/2024 |
0.570 |
| Low (YTD): |
02/05/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.73% |
| Volatility 6M: |
|
281.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
