DZ Bank Call 67.5 NEM 20.09.2024
/ DE000DJ26XD1
DZ Bank Call 67.5 NEM 20.09.2024/ DE000DJ26XD1 /
| 2024-08-15 1:08:57 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask2024-08-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-1.39% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
67.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
- |
| Historic volatility: |
0.30 |
| Parity: |
2.68 |
| Time value: |
-0.46 |
| Break-even: |
89.70 |
| Moneyness: |
1.40 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.63 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.89% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.200 |
| High: |
2.240 |
| Low: |
2.130 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.39% |
| 3 Months |
|
|
+18.33% |
| YTD |
|
|
+21.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.160 |
1.770 |
| 6M High / 6M Low: |
3.010 |
1.490 |
| High (YTD): |
2024-06-06 |
3.010 |
| Low (YTD): |
2024-01-05 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.77% |
| Volatility 6M: |
|
117.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
