DZ Bank Call 110 NEM 20.12.2024
/ DE000DJ7PAB6
DZ Bank Call 110 NEM 20.12.2024/ DE000DJ7PAB6 /
| 8/30/2024 2:34:50 PM |
Chg.+0.010 |
Bid2:45:14 PM |
Ask2:45:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.170
Bid Size: 80,000 |
0.180
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ7PAB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
-1.54 |
| Time value: |
0.20 |
| Break-even: |
112.00 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
10.93 |
| Rho: |
0.06 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
0.490 |
0.100 |
| High (YTD): |
2/9/2024 |
0.570 |
| Low (YTD): |
8/26/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.30% |
| Volatility 6M: |
|
309.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
