DZ Bank Call 72.5 NEM 20.06.2025
/ DE000DJ52ZV4
DZ Bank Call 72.5 NEM 20.06.2025/ DE000DJ52ZV4 /
| 28/06/2024 18:09:46 |
Chg.-0.12 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-4.33% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
72.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ52ZV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
1.94 |
| Time value: |
0.78 |
| Break-even: |
99.60 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.26% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.46 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.65 |
| Previous Close: |
2.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.74% |
| 1 Month |
|
|
+27.40% |
| 3 Months |
|
|
-1.49% |
| YTD |
|
|
+40.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.38 |
| 1M High / 1M Low: |
3.00 |
1.96 |
| 6M High / 6M Low: |
3.00 |
1.53 |
| High (YTD): |
06/06/2024 |
3.00 |
| Low (YTD): |
05/01/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.17% |
| Volatility 6M: |
|
99.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
