DZ Bank Call 77.5 NEM 20.09.2024
/ DE000DJ6JW07
DZ Bank Call 77.5 NEM 20.09.2024/ DE000DJ6JW07 /
2024-06-21 3:34:57 PM |
Chg.-0.060 |
Bid4:00:15 PM |
Ask4:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.620EUR |
-3.57% |
1.620 Bid Size: 80,000 |
1.640 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ6JW0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.46 |
Historic volatility: |
0.30 |
Parity: |
1.43 |
Time value: |
0.31 |
Break-even: |
94.80 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.06 |
Spread %: |
3.59% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
4.32 |
Rho: |
0.14 |
Quote data
Open: |
1.660 |
High: |
1.730 |
Low: |
1.580 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.62% |
1 Month |
|
|
+4.52% |
3 Months |
|
|
+14.89% |
YTD |
|
|
+42.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.550 |
1M High / 1M Low: |
2.120 |
1.020 |
6M High / 6M Low: |
2.120 |
0.840 |
High (YTD): |
2024-06-06 |
2.120 |
Low (YTD): |
2024-04-19 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.58% |
Volatility 6M: |
|
158.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |