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DZ Bank Call 55 NEM 20.06.2025/  DE000DJ40A65  /

Frankfurt Zert./DZB
30/08/2024  21:34:55 Chg.0.000 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
4.170EUR 0.00% 4.190
Bid Size: 8,000		 4.280
Ask Size: 8,000		 NEMETSCHEK SE O.N. 55.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ40A6
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 20/06/2025
Issue date: 21/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.20
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 3.93
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 3.93
Time value: 0.36
Break-even: 97.80
Moneyness: 1.71
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 2.15%
Delta: 0.92
Theta: -0.02
Omega: 2.03
Rho: 0.35
 

Quote data

Open: 4.280
High: 4.280
Low: 4.150
Previous Close: 4.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.80%
1 Month  
+24.11%
3 Months  
+28.31%
YTD  
+39.46%
1 Year  
+104.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.170 3.730
1M High / 1M Low: 4.170 3.300
6M High / 6M Low: 4.440 2.840
High (YTD): 06/06/2024 4.440
Low (YTD): 05/01/2024 2.560
52W High: 06/06/2024 4.440
52W Low: 26/09/2023 1.450
Avg. price 1W:   3.978
Avg. volume 1W:   0.000
Avg. price 1M:   3.718
Avg. volume 1M:   0.000
Avg. price 6M:   3.702
Avg. volume 6M:   0.000
Avg. price 1Y:   3.230
Avg. volume 1Y:   0.000
Volatility 1M:   45.27%
Volatility 6M:   68.50%
Volatility 1Y:   73.60%
Volatility 3Y:   -