DZ Bank Call 105 NEM 20.09.2024
/ DE000DJ6RBY4
DZ Bank Call 105 NEM 20.09.2024/ DE000DJ6RBY4 /
| 25/07/2024 09:04:57 |
Chg.+0.006 |
Bid09:16:42 |
Ask09:16:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
+27.27% |
0.025
Bid Size: 80,000 |
0.035
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
105.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ6RBY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
92.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-1.41 |
| Time value: |
0.10 |
| Break-even: |
105.98 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.03 |
| Spread %: |
44.12% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
15.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.021 |
| High: |
0.028 |
| Low: |
0.021 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.54% |
| 1 Month |
|
|
-82.50% |
| 3 Months |
|
|
-56.92% |
| YTD |
|
|
-88.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.022 |
| 1M High / 1M Low: |
0.220 |
0.022 |
| 6M High / 6M Low: |
0.500 |
0.022 |
| High (YTD): |
09/02/2024 |
0.500 |
| Low (YTD): |
24/07/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.29% |
| Volatility 6M: |
|
461.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
