DZ Bank Call 82.5 NEM 20.06.2025
/ DE000DJ6RB02
DZ Bank Call 82.5 NEM 20.06.2025/ DE000DJ6RB02 /
7/25/2024 11:05:55 AM |
Chg.-0.04 |
Bid11:44:01 AM |
Ask11:44:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.51EUR |
-2.58% |
1.51 Bid Size: 80,000 |
1.52 Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
82.50 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
11/17/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.37 |
Historic volatility: |
0.30 |
Parity: |
0.46 |
Time value: |
1.11 |
Break-even: |
98.10 |
Moneyness: |
1.06 |
Premium: |
0.13 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
1.96% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.70 |
Rho: |
0.38 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.51 |
Previous Close: |
1.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.70% |
1 Month |
|
|
-23.35% |
3 Months |
|
|
+18.90% |
YTD |
|
|
+8.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.55 |
1M High / 1M Low: |
2.20 |
1.55 |
6M High / 6M Low: |
2.29 |
1.19 |
High (YTD): |
6/6/2024 |
2.29 |
Low (YTD): |
1/5/2024 |
1.09 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.44% |
Volatility 6M: |
|
116.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |