DZ Bank Call 77.5 NEM 20.06.2025
/ DE000DJ6N1W0
DZ Bank Call 77.5 NEM 20.06.2025/ DE000DJ6N1W0 /
| 2024-06-26 9:34:47 PM |
Chg.+0.090 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+3.93% |
2.390
Bid Size: 8,000 |
2.450
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ6N1W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
1.41 |
| Time value: |
0.95 |
| Break-even: |
101.00 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.62% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.95 |
| Rho: |
0.45 |
Quote data
| Open: |
2.320 |
| High: |
2.480 |
| Low: |
2.320 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.21% |
| 1 Month |
|
|
+5.31% |
| 3 Months |
|
|
-1.65% |
| YTD |
|
|
+48.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.010 |
| 1M High / 1M Low: |
2.620 |
1.660 |
| 6M High / 6M Low: |
2.620 |
1.300 |
| High (YTD): |
2024-06-06 |
2.620 |
| Low (YTD): |
2024-01-05 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.34% |
| Volatility 6M: |
|
111.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
