DZ Bank Call 100 NEM 20.06.2025
/ DE000DJ6VVK3
DZ Bank Call 100 NEM 20.06.2025/ DE000DJ6VVK3 /
2024-07-25 2:05:04 PM |
Chg.-0.020 |
Bid2:27:55 PM |
Ask2:27:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-2.70% |
0.700 Bid Size: 80,000 |
0.710 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
100.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ6VVK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.30 |
Parity: |
-1.30 |
Time value: |
0.76 |
Break-even: |
107.60 |
Moneyness: |
0.87 |
Premium: |
0.24 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
4.11% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
4.98 |
Rho: |
0.27 |
Quote data
Open: |
0.730 |
High: |
0.740 |
Low: |
0.700 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.28% |
1 Month |
|
|
-32.08% |
3 Months |
|
|
+16.13% |
YTD |
|
|
-4.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.740 |
1M High / 1M Low: |
1.210 |
0.740 |
6M High / 6M Low: |
1.300 |
0.540 |
High (YTD): |
2024-06-06 |
1.300 |
Low (YTD): |
2024-04-19 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.960 |
Avg. volume 6M: |
|
15.811 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.66% |
Volatility 6M: |
|
160.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |