DZ Bank Call 55 NEM 20.06.2025
/ DE000DJ40A65
DZ Bank Call 55 NEM 20.06.2025/ DE000DJ40A65 /
| 2024-07-26 6:12:32 PM |
Chg.+0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
+1.73% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
55.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
3.14 |
| Time value: |
0.45 |
| Break-even: |
90.90 |
| Moneyness: |
1.57 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.70% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.15 |
| Rho: |
0.37 |
Quote data
| Open: |
3.45 |
| High: |
3.53 |
| Low: |
3.45 |
| Previous Close: |
3.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.83% |
| 1 Month |
|
|
-12.41% |
| 3 Months |
|
|
+10.31% |
| YTD |
|
|
+17.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.47 |
| 1M High / 1M Low: |
4.31 |
3.47 |
| 6M High / 6M Low: |
4.44 |
2.90 |
| High (YTD): |
2024-06-06 |
4.44 |
| Low (YTD): |
2024-01-05 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.35% |
| Volatility 6M: |
|
69.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
