DZ Bank Call 77.5 NEM 20.12.2024
/ DE000DJ6N1V2
DZ Bank Call 77.5 NEM 20.12.2024/ DE000DJ6N1V2 /
| 2024-06-21 1:04:39 PM |
Chg.-0.05 |
Bid1:59:56 PM |
Ask1:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-2.59% |
1.86
Bid Size: 80,000 |
1.88
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| 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: |
1.91 |
| High: |
1.91 |
| Low: |
1.86 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.53% |
| 1 Month |
|
|
+6.21% |
| 3 Months |
|
|
+10.59% |
| YTD |
|
|
+38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.80 |
| 1M High / 1M Low: |
2.33 |
1.26 |
| 6M High / 6M Low: |
2.33 |
1.06 |
| High (YTD): |
2024-06-06 |
2.33 |
| Low (YTD): |
2024-01-05 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.55% |
| Volatility 6M: |
|
129.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
