DZ Bank Call 76 NEM 21.06.2024
/ DE000DW3QCF3
DZ Bank Call 76 NEM 21.06.2024/ DE000DW3QCF3 /
| 5/27/2024 12:35:16 PM |
Chg.0.000 |
Bid9:58:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
76.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW3QCF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/28/2022 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.30 |
| Parity: |
1.06 |
| Time value: |
0.17 |
| Break-even: |
88.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
5.72 |
| Rho: |
0.03 |
Quote data
| Open: |
1.600 |
| High: |
1.620 |
| Low: |
1.540 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
+17.65% |
| YTD |
|
|
+56.86% |
| 1 Year |
|
|
+25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.600 |
0.870 |
| 6M High / 6M Low: |
1.820 |
0.630 |
| High (YTD): |
3/27/2024 |
1.820 |
| Low (YTD): |
4/19/2024 |
0.630 |
| 52W High: |
3/27/2024 |
1.820 |
| 52W Low: |
9/26/2023 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.225 |
| Avg. volume 6M: |
|
84.336 |
| Avg. price 1Y: |
|
0.967 |
| Avg. volume 1Y: |
|
40.144 |
| Volatility 1M: |
|
119.41% |
| Volatility 6M: |
|
176.90% |
| Volatility 1Y: |
|
167.04% |
| Volatility 3Y: |
|
- |
