DZ Bank Call 77.5 NEM 20.06.2025
/ DE000DJ6N1W0
DZ Bank Call 77.5 NEM 20.06.2025/ DE000DJ6N1W0 /
| 2024-09-20 9:34:48 PM |
Chg.-0.050 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
77.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ6N1W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.24 |
| Time value: |
0.74 |
| Break-even: |
97.30 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.54% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.41 |
| Rho: |
0.36 |
Quote data
| Open: |
1.960 |
| High: |
1.970 |
| Low: |
1.860 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.56% |
| 1 Month |
|
|
-5.34% |
| 3 Months |
|
|
-10.96% |
| YTD |
|
|
+21.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.730 |
| 1M High / 1M Low: |
2.330 |
1.730 |
| 6M High / 6M Low: |
2.620 |
1.380 |
| High (YTD): |
2024-06-06 |
2.620 |
| Low (YTD): |
2024-01-05 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.47% |
| Volatility 6M: |
|
102.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
