DZ Bank Call 110 NEM 20.12.2024
/ DE000DJ7PAB6
DZ Bank Call 110 NEM 20.12.2024/ DE000DJ7PAB6 /
| 2024-07-25 1:05:58 PM |
Chg.-0.020 |
Bid1:29:18 PM |
Ask1:29:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
0.120
Bid Size: 80,000 |
0.130
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-2.30 |
| Time value: |
0.16 |
| Break-even: |
111.60 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
9.61 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-65.63% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
-64.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.130 |
| 1M High / 1M Low: |
0.410 |
0.130 |
| 6M High / 6M Low: |
0.600 |
0.110 |
| High (YTD): |
2024-02-08 |
0.600 |
| Low (YTD): |
2024-05-02 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.49% |
| Volatility 6M: |
|
284.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
