DZ Bank Call 72.5 NEM 20.06.2025
/ DE000DJ52ZV4
DZ Bank Call 72.5 NEM 20.06.2025/ DE000DJ52ZV4 /
| 8/16/2024 11:05:28 AM |
Chg.+0.05 |
Bid12:02:39 PM |
Ask12:02:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+2.14% |
2.39
Bid Size: 80,000 |
2.41
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
72.50 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.72 |
| Time value: |
0.69 |
| Break-even: |
96.50 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.56% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
0.40 |
Quote data
| Open: |
2.35 |
| High: |
2.39 |
| Low: |
2.35 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.65% |
| 1 Month |
|
|
-12.45% |
| 3 Months |
|
|
+5.75% |
| YTD |
|
|
+26.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.16 |
| 1M High / 1M Low: |
2.73 |
2.03 |
| 6M High / 6M Low: |
3.00 |
1.72 |
| High (YTD): |
6/6/2024 |
3.00 |
| Low (YTD): |
1/5/2024 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.85% |
| Volatility 6M: |
|
91.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
