DZ Bank Call 80 NEM 20.09.2024
/ DE000DJ26XG4
DZ Bank Call 80 NEM 20.09.2024/ DE000DJ26XG4 /
| 2024-07-26 6:13:14 PM |
Chg.+0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
0.64 |
| Time value: |
0.32 |
| Break-even: |
89.60 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
6.46 |
| Rho: |
0.08 |
Quote data
| Open: |
0.870 |
| High: |
0.920 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.20% |
| 1 Month |
|
|
-36.55% |
| 3 Months |
|
|
-1.08% |
| YTD |
|
|
-10.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.890 |
| 1M High / 1M Low: |
1.690 |
0.890 |
| 6M High / 6M Low: |
1.900 |
0.700 |
| High (YTD): |
2024-06-06 |
1.900 |
| Low (YTD): |
2024-05-02 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.59% |
| Volatility 6M: |
|
173.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
