DZ Bank Call 85 NEM 20.06.2025
/ DE000DJ52ZW2
DZ Bank Call 85 NEM 20.06.2025/ DE000DJ52ZW2 /
| 2024-09-20 9:34:41 PM |
Chg.-0.060 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-3.95% |
1.460
Bid Size: 8,000 |
1.490
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ52ZW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.49 |
| Time value: |
1.00 |
| Break-even: |
99.90 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.05% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
0.33 |
Quote data
| Open: |
1.480 |
| High: |
1.480 |
| Low: |
1.390 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
-10.98% |
| 3 Months |
|
|
-15.61% |
| YTD |
|
|
+14.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.280 |
| 1M High / 1M Low: |
1.830 |
1.280 |
| 6M High / 6M Low: |
2.130 |
1.030 |
| High (YTD): |
2024-06-06 |
2.130 |
| Low (YTD): |
2024-01-05 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.98% |
| Volatility 6M: |
|
119.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
