DZ Bank Call 77.5 NEM 20.12.2024
/ DE000DJ6N1V2
DZ Bank Call 77.5 NEM 20.12.2024/ DE000DJ6N1V2 /
6/21/2024 11:04:32 AM |
Chg.-0.060 |
Bid6/21/2024 |
Ask6/21/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.870EUR |
-3.11% |
1.880 Bid Size: 80,000 |
1.900 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ6N1V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
1.43 |
Time value: |
0.56 |
Break-even: |
97.30 |
Moneyness: |
1.18 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.06 |
Spread %: |
3.13% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
3.61 |
Rho: |
0.26 |
Quote data
Open: |
1.910 |
High: |
1.980 |
Low: |
1.870 |
Previous Close: |
1.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.54% |
1 Month |
|
|
+4.47% |
3 Months |
|
|
+15.43% |
YTD |
|
|
+39.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.930 |
1.810 |
1M High / 1M Low: |
2.330 |
1.270 |
6M High / 6M Low: |
2.330 |
1.050 |
High (YTD): |
6/6/2024 |
2.330 |
Low (YTD): |
1/5/2024 |
1.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.630 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.59% |
Volatility 6M: |
|
134.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |