DZ Bank Call 110 NEM 20.12.2024
/ DE000DJ7PAB6
DZ Bank Call 110 NEM 20.12.2024/ DE000DJ7PAB6 /
| 2024-06-21 9:34:34 PM |
Chg.-0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-8.57% |
0.320
Bid Size: 8,000 |
0.350
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-1.83 |
| Time value: |
0.38 |
| Break-even: |
113.80 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
7.19 |
| Rho: |
0.12 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.320 |
| 1M High / 1M Low: |
0.480 |
0.130 |
| 6M High / 6M Low: |
0.570 |
0.110 |
| High (YTD): |
2024-02-09 |
0.570 |
| Low (YTD): |
2024-05-02 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.71% |
| Volatility 6M: |
|
279.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
