DZ Bank Call 75 NEM 19.12.2025
/ DE000DJ8EQF5
DZ Bank Call 75 NEM 19.12.2025/ DE000DJ8EQF5 /
2024-07-25 2:04:45 PM |
Chg.-0.030 |
Bid2:17:09 PM |
Ask2:17:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.250EUR |
-1.32% |
2.240 Bid Size: 80,000 |
2.250 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
75.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ8EQF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.07 |
Intrinsic value: |
1.21 |
Implied volatility: |
0.37 |
Historic volatility: |
0.30 |
Parity: |
1.21 |
Time value: |
1.11 |
Break-even: |
98.10 |
Moneyness: |
1.16 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
1.32% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
2.82 |
Rho: |
0.59 |
Quote data
Open: |
2.260 |
High: |
2.280 |
Low: |
2.200 |
Previous Close: |
2.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.54% |
1 Month |
|
|
-16.97% |
3 Months |
|
|
+13.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
2.280 |
1M High / 1M Low: |
2.990 |
2.280 |
6M High / 6M Low: |
3.080 |
1.810 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.727 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.505 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.54% |
Volatility 6M: |
|
90.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |