DZ Bank Call 82.5 NEM 20.06.2025
/ DE000DJ6RB02
DZ Bank Call 82.5 NEM 20.06.2025/ DE000DJ6RB02 /
| 24/07/2024 21:35:14 |
Chg.-0.290 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-15.85% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
82.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ6RB0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.85 |
| Time value: |
1.02 |
| Break-even: |
101.10 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.64% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.41 |
Quote data
| Open: |
1.750 |
| High: |
1.800 |
| Low: |
1.530 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.94% |
| 1 Month |
|
|
-21.83% |
| 3 Months |
|
|
+19.38% |
| YTD |
|
|
+11.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.540 |
| 1M High / 1M Low: |
2.200 |
1.540 |
| 6M High / 6M Low: |
2.290 |
1.150 |
| High (YTD): |
06/06/2024 |
2.290 |
| Low (YTD): |
05/01/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.25% |
| Volatility 6M: |
|
120.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
