DZ Bank Call 72.5 NEM 20.12.2024
/ DE000DJ52ZU6
DZ Bank Call 72.5 NEM 20.12.2024/ DE000DJ52ZU6 /
2024-09-20 9:34:30 PM |
Chg.-0.070 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.930EUR |
-3.50% |
1.930 Bid Size: 8,000 |
1.990 Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
72.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ52ZU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.49 |
Historic volatility: |
0.30 |
Parity: |
1.74 |
Time value: |
0.25 |
Break-even: |
92.40 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
3.11% |
Delta: |
0.85 |
Theta: |
-0.03 |
Omega: |
3.84 |
Rho: |
0.14 |
Quote data
Open: |
1.960 |
High: |
1.970 |
Low: |
1.850 |
Previous Close: |
2.000 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.05% |
1 Month |
|
|
-8.96% |
3 Months |
|
|
-13.84% |
YTD |
|
|
+18.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
1.690 |
1M High / 1M Low: |
2.370 |
1.690 |
6M High / 6M Low: |
2.740 |
1.350 |
High (YTD): |
2024-06-06 |
2.740 |
Low (YTD): |
2024-01-05 |
1.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.999 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.021 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.24% |
Volatility 6M: |
|
116.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |