DZ Bank Call 82.5 NEM 20.09.2024
/ DE000DJ6RBW8
DZ Bank Call 82.5 NEM 20.09.2024/ DE000DJ6RBW8 /
| 2024-06-14 6:10:00 PM |
Chg.-0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-5.30% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
82.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6RBW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
0.82 |
| Time value: |
0.46 |
| Break-even: |
95.30 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.40% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
5.11 |
| Rho: |
0.14 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.25 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.54% |
| 1 Month |
|
|
+28.87% |
| 3 Months |
|
|
+28.87% |
| YTD |
|
|
+37.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.25 |
| 1M High / 1M Low: |
1.69 |
0.69 |
| 6M High / 6M Low: |
1.69 |
0.58 |
| High (YTD): |
2024-06-06 |
1.69 |
| Low (YTD): |
2024-05-02 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.64% |
| Volatility 6M: |
|
185.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
