DZ Bank Call 65 NEM 20.09.2024
/ DE000DJ26XC3
DZ Bank Call 65 NEM 20.09.2024/ DE000DJ26XC3 /
| 2024-07-05 9:34:45 PM |
Chg.+0.190 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
+6.60% |
3.080
Bid Size: 8,000 |
3.170
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
2.83 |
| Time value: |
0.15 |
| Break-even: |
94.70 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.13% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.91 |
| Rho: |
0.12 |
Quote data
| Open: |
2.890 |
| High: |
3.100 |
| Low: |
2.890 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.83% |
| 1 Month |
|
|
-5.54% |
| 3 Months |
|
|
+16.73% |
| YTD |
|
|
+59.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.830 |
| 1M High / 1M Low: |
3.250 |
2.410 |
| 6M High / 6M Low: |
3.250 |
1.630 |
| High (YTD): |
2024-06-06 |
3.250 |
| Low (YTD): |
2024-01-05 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.36% |
| Volatility 6M: |
|
112.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
