DZ Bank Call 72.5 NEM 20.06.2025
/ DE000DJ52ZV4
DZ Bank Call 72.5 NEM 20.06.2025/ DE000DJ52ZV4 /
2024-06-21 1:04:56 PM |
Chg.-0.05 |
Bid1:30:49 PM |
Ask1:30:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.55EUR |
-1.92% |
2.52 Bid Size: 80,000 |
2.54 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
72.50 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ52ZV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.40 |
Historic volatility: |
0.30 |
Parity: |
1.93 |
Time value: |
0.73 |
Break-even: |
99.00 |
Moneyness: |
1.27 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
2.32% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
2.81 |
Rho: |
0.48 |
Quote data
Open: |
2.58 |
High: |
2.58 |
Low: |
2.52 |
Previous Close: |
2.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.59% |
1 Month |
|
|
+2.82% |
3 Months |
|
|
+6.69% |
YTD |
|
|
+34.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.60 |
2.47 |
1M High / 1M Low: |
3.00 |
1.96 |
6M High / 6M Low: |
3.00 |
1.53 |
High (YTD): |
2024-06-06 |
3.00 |
Low (YTD): |
2024-01-05 |
1.53 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.31% |
Volatility 6M: |
|
97.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |