DZ Bank Call 100 NEM 20.09.2024
/ DE000DJ6RBX6
DZ Bank Call 100 NEM 20.09.2024/ DE000DJ6RBX6 /
7/25/2024 2:34:42 PM |
Chg.-0.016 |
Bid7/25/2024 |
Ask7/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
-22.54% |
0.055 Bid Size: 80,000 |
0.065 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
100.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
DJ6RBX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
11/17/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
88.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-1.30 |
Time value: |
0.10 |
Break-even: |
100.98 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
1.59 |
Spread abs.: |
0.03 |
Spread %: |
44.12% |
Delta: |
0.17 |
Theta: |
-0.03 |
Omega: |
15.16 |
Rho: |
0.02 |
Quote data
Open: |
0.068 |
High: |
0.075 |
Low: |
0.055 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-57.69% |
1 Month |
|
|
-81.03% |
3 Months |
|
|
-57.69% |
YTD |
|
|
-83.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.071 |
1M High / 1M Low: |
0.380 |
0.071 |
6M High / 6M Low: |
0.680 |
0.071 |
High (YTD): |
2/8/2024 |
0.680 |
Low (YTD): |
7/24/2024 |
0.071 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.328 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.68% |
Volatility 6M: |
|
369.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |