DZ Bank Call 77.5 NEM 20.09.2024
/ DE000DJ6JW07
DZ Bank Call 77.5 NEM 20.09.2024/ DE000DJ6JW07 /
| 7/24/2024 9:34:49 PM |
Chg.-0.350 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-23.49% |
1.130
Bid Size: 8,000 |
1.190
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
77.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6JW0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
1.35 |
| Time value: |
0.21 |
| Break-even: |
93.00 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.03% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
4.91 |
| Rho: |
0.10 |
Quote data
| Open: |
1.390 |
| High: |
1.450 |
| Low: |
1.130 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-30.49% |
| 3 Months |
|
|
+17.53% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.140 |
| 1M High / 1M Low: |
1.920 |
1.140 |
| 6M High / 6M Low: |
2.120 |
0.840 |
| High (YTD): |
6/6/2024 |
2.120 |
| Low (YTD): |
4/19/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.09% |
| Volatility 6M: |
|
164.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
