OverviewChartNewsTraderScreen

DZ Bank Call 84 NEM 20.12.2024/  DE000DJ0S8A2  /

Frankfurt Zert./DZB
02/09/2024  08:34:39 Chg.-0.010 Bid02/09/2024 Ask02/09/2024 Underlying Strike price Expiration date Option type
1.400EUR -0.71% 1.400
Bid Size: 28,000		 1.450
Ask Size: 28,000		 NEMETSCHEK SE O.N. 84.00 - 20/12/2024 Call
 

Master data

WKN: DJ0S8A
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.37
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.03
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 1.03
Time value: 0.46
Break-even: 98.80
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 4.23%
Delta: 0.75
Theta: -0.04
Omega: 4.76
Rho: 0.17
 

Quote data

Open: 1.400
High: 1.400
Low: 1.400
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.44%
1 Month  
+60.92%
3 Months  
+57.30%
YTD  
+35.92%
1 Year  
+122.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.090
1M High / 1M Low: 1.410 0.870
6M High / 6M Low: 1.830 0.740
High (YTD): 06/06/2024 1.830
Low (YTD): 19/04/2024 0.740
52W High: 06/06/2024 1.830
52W Low: 26/09/2023 0.340
Avg. price 1W:   1.272
Avg. volume 1W:   0.000
Avg. price 1M:   1.112
Avg. volume 1M:   0.000
Avg. price 6M:   1.252
Avg. volume 6M:   0.000
Avg. price 1Y:   1.099
Avg. volume 1Y:   0.000
Volatility 1M:   121.22%
Volatility 6M:   158.37%
Volatility 1Y:   154.55%
Volatility 3Y:   -