DZ Bank Call 100 NEM 20.06.2025
/ DE000DJ6VVK3
DZ Bank Call 100 NEM 20.06.2025/ DE000DJ6VVK3 /
| 2024-07-12 12:05:46 PM |
Chg.-0.04 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-3.67% |
1.05
Bid Size: 80,000 |
1.06
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: |
8.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.70 |
| Time value: |
1.12 |
| Break-even: |
111.20 |
| Moneyness: |
0.93 |
| Premium: |
0.20 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.35 |
| Rho: |
0.35 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.05 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.22% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+29.63% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.99 |
| 1M High / 1M Low: |
1.21 |
0.89 |
| 6M High / 6M Low: |
1.29 |
0.56 |
| High (YTD): |
2024-06-06 |
1.29 |
| Low (YTD): |
2024-05-02 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
11.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.21% |
| Volatility 6M: |
|
157.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
