DZ Bank Call 95 NEM 20.06.2025
/ DE000DJ6RB10
DZ Bank Call 95 NEM 20.06.2025/ DE000DJ6RB10 /
| 2024-09-20 9:34:43 PM |
Chg.-0.050 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
0.940
Bid Size: 8,000 |
0.970
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
95.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ6RB1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.51 |
| Time value: |
0.96 |
| Break-even: |
104.60 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.28 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.870 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-14.55% |
| 3 Months |
|
|
-22.31% |
| YTD |
|
|
+4.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.790 |
| 1M High / 1M Low: |
1.260 |
0.790 |
| 6M High / 6M Low: |
1.540 |
0.670 |
| High (YTD): |
2024-06-06 |
1.540 |
| Low (YTD): |
2024-04-19 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.48% |
| Volatility 6M: |
|
144.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
