DZ Bank Call 92.5 NEM 21.06.2024
/ DE000DJ8TR00
DZ Bank Call 92.5 NEM 21.06.2024/ DE000DJ8TR00 /
5/16/2024 9:35:10 AM |
Chg.+0.020 |
Bid9:45:19 AM |
Ask9:45:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+12.50% |
0.180 Bid Size: 80,000 |
0.190 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
92.50 EUR |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
70.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-0.75 |
Time value: |
0.12 |
Break-even: |
93.70 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
1.60 |
Spread abs.: |
0.03 |
Spread %: |
33.33% |
Delta: |
0.24 |
Theta: |
-0.04 |
Omega: |
16.98 |
Rho: |
0.02 |
Quote data
Open: |
0.150 |
High: |
0.200 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-64.00% |
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: |
|
- |