DZ Bank Call 77.5 NEM 20.06.2025
/ DE000DJ6N1W0
DZ Bank Call 77.5 NEM 20.06.2025/ DE000DJ6N1W0 /
| 12/07/2024 09:34:48 |
Chg.-0.040 |
Bid09:47:18 |
Ask09:47:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-1.70% |
2.330
Bid Size: 80,000 |
2.350
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.55 |
| Time value: |
0.86 |
| Break-even: |
101.60 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.55% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
0.45 |
Quote data
| Open: |
2.370 |
| High: |
2.370 |
| Low: |
2.300 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-4.94% |
| 3 Months |
|
|
+30.51% |
| YTD |
|
|
+44.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.200 |
| 1M High / 1M Low: |
2.530 |
2.010 |
| 6M High / 6M Low: |
2.620 |
1.380 |
| High (YTD): |
06/06/2024 |
2.620 |
| Low (YTD): |
05/01/2024 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.87% |
| Volatility 6M: |
|
112.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
