DZ Bank Call 110 NEM 20.12.2024
/ DE000DQ11LN2
DZ Bank Call 110 NEM 20.12.2024/ DE000DQ11LN2 /
| 2024-07-26 11:05:53 AM |
Chg.+0.11 |
Bid11:37:19 AM |
Ask11:37:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+10.28% |
1.11
Bid Size: 5,000 |
1.21
Ask Size: 5,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ11LN |
| 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: |
2024-03-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
65.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-23.95 |
| Time value: |
1.31 |
| Break-even: |
111.31 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.30 |
| Spread %: |
29.70% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
10.16 |
| Rho: |
0.05 |
Quote data
| Open: |
1.04 |
| High: |
1.18 |
| Low: |
1.04 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.80% |
| 1 Month |
|
|
-58.89% |
| 3 Months |
|
|
-19.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.07 |
| 1M High / 1M Low: |
3.23 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
