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: |
|
- |