DZ Bank Call 38 NVDA/ DE000DJ00D94 /
2024-06-20 1:00:36 PM | Chg.- | Bid10:00:40 PM | Ask10:00:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
94.68EUR | - | - Bid Size: - |
- Ask Size: - |
NVIDIA Corporation | 38.00 USD | 2024-06-21 | Call |
Master data
WKN: | DJ00D9 |
---|---|
Issuer: | DZ Bank AG |
Currency: | EUR |
Underlying: | NVIDIA Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 38.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2023-04-06 |
Last trading day: | 2024-06-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 1.32 |
Leverage: | Yes |
Calculated values
Fair value: | 90.80 |
---|---|
Intrinsic value: | 90.80 |
Implied volatility: | 22.35 |
Historic volatility: | 0.40 |
Parity: | 90.80 |
Time value: | 4.92 |
Break-even: | 131.08 |
Moneyness: | 3.57 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.72 |
Spread %: | 0.76% |
Delta: | 0.95 |
Theta: | -7.27 |
Omega: | 1.26 |
Rho: | 0.00 |
Quote data
Open: | 96.32 |
---|---|
High: | 96.32 |
Low: | 94.68 |
Previous Close: | 95.72 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.84% | ||
---|---|---|---|
1 Month | +78.91% | ||
3 Months | +90.43% | ||
YTD | +656.83% | ||
1 Year | +801.71% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 95.72 | 86.20 |
---|---|---|
1M High / 1M Low: | 95.72 | 52.86 |
6M High / 6M Low: | 95.72 | 11.07 |
High (YTD): | 2024-06-19 | 95.72 |
Low (YTD): | 2024-01-03 | 11.07 |
52W High: | 2024-06-19 | 95.72 |
52W Low: | 2023-10-26 | 7.70 |
Avg. price 1W: | 90.50 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 73.87 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | 43.17 | |
Avg. volume 6M: | 0.00 | |
Avg. price 1Y: | 26.79 | |
Avg. volume 1Y: | 0.00 | |
Volatility 1M: | 63.88% | |
Volatility 6M: | 93.30% | |
Volatility 1Y: | 104.82% | |
Volatility 3Y: | - |