DZ Bank Call 82.5 NEM 20.06.2025
/ DE000DJ6RB02
DZ Bank Call 82.5 NEM 20.06.2025/ DE000DJ6RB02 /
| 06/11/2024 18:10:00 |
Chg.+0.01 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+0.45% |
-
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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.68 |
| Time value: |
0.61 |
| Break-even: |
105.40 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.69% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.42 |
| Rho: |
0.34 |
Quote data
| Open: |
2.29 |
| High: |
2.34 |
| Low: |
2.23 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
+17.80% |
| 3 Months |
|
|
+48.03% |
| YTD |
|
|
+61.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.08 |
| 1M High / 1M Low: |
2.47 |
1.89 |
| 6M High / 6M Low: |
2.47 |
1.36 |
| High (YTD): |
29/10/2024 |
2.47 |
| Low (YTD): |
05/01/2024 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.93% |
| Volatility 6M: |
|
104.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
