DZ Bank Call 100 NEM 20.09.2024
/ DE000DJ6RBX6
DZ Bank Call 100 NEM 20.09.2024/ DE000DJ6RBX6 /
| 7/25/2024 8:12:42 AM |
Chg.-0.014 |
Bid10:25:42 AM |
Ask10:25:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-17.50% |
0.066
Bid Size: 80,000 |
0.076
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: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.86% |
| 1 Month |
|
|
-77.24% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
-80.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.080 |
| 1M High / 1M Low: |
0.380 |
0.080 |
| 6M High / 6M Low: |
0.690 |
0.080 |
| High (YTD): |
2/8/2024 |
0.690 |
| Low (YTD): |
7/24/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.10% |
| Volatility 6M: |
|
372.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
