DZ Bank Call 92.5 NEM 21.06.2024
/ DE000DJ8TR00
DZ Bank Call 92.5 NEM 21.06.2024/ DE000DJ8TR00 /
| 16/05/2024 21:35:09 |
Chg.-0.010 |
Bid21:41:43 |
Ask21:41:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
NEMETSCHEK SE O.N. |
92.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ8TR0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-0.51 |
| Time value: |
0.19 |
| Break-even: |
94.40 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
15.17 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.220 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.080 |
| 1M High / 1M Low: |
0.210 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,147.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
