DZ Bank Call 85 NEM 20.06.2025
/ DE000DJ52ZW2
DZ Bank Call 85 NEM 20.06.2025/ DE000DJ52ZW2 /
| 7/4/2024 9:34:45 PM |
Chg.-0.080 |
Bid9:36:31 PM |
Ask9:36:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-4.12% |
1.870
Bid Size: 20,000 |
1.890
Ask Size: 20,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ52ZW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.86 |
| Time value: |
1.12 |
| Break-even: |
104.80 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.54% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.33 |
| Rho: |
0.44 |
Quote data
| Open: |
1.950 |
| High: |
1.950 |
| Low: |
1.860 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
+30.07% |
| 3 Months |
|
|
+16.98% |
| YTD |
|
|
+46.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.830 |
| 1M High / 1M Low: |
2.130 |
1.430 |
| 6M High / 6M Low: |
2.130 |
0.990 |
| High (YTD): |
6/6/2024 |
2.130 |
| Low (YTD): |
1/5/2024 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.68% |
| Volatility 6M: |
|
129.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
