DZ Bank Call 57.5 NEM 20.12.2024
/ DE000DJ2NVG7
DZ Bank Call 57.5 NEM 20.12.2024/ DE000DJ2NVG7 /
| 7/5/2024 9:34:32 PM |
Chg.+0.200 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.920EUR |
+5.38% |
3.920
Bid Size: 8,000 |
4.010
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
57.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2NVG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
3.58 |
| Time value: |
0.24 |
| Break-even: |
95.60 |
| Moneyness: |
1.62 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.42% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.27 |
| Rho: |
0.22 |
Quote data
| Open: |
3.730 |
| High: |
3.950 |
| Low: |
3.730 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.59% |
| 1 Month |
|
|
-3.69% |
| 3 Months |
|
|
+14.96% |
| YTD |
|
|
+48.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.680 |
| 1M High / 1M Low: |
4.070 |
3.250 |
| 6M High / 6M Low: |
4.070 |
2.290 |
| High (YTD): |
6/6/2024 |
4.070 |
| Low (YTD): |
1/5/2024 |
2.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.61% |
| Volatility 6M: |
|
85.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
