DZ Bank Call 85 NEM 20.06.2025
/ DE000DJ52ZW2
DZ Bank Call 85 NEM 20.06.2025/ DE000DJ52ZW2 /
| 06/11/2024 16:05:23 |
Chg.-0.01 |
Bid16:27:27 |
Ask16:27:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-0.49% |
2.09
Bid Size: 80,000 |
2.11
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
85.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.43 |
| Time value: |
0.68 |
| Break-even: |
106.10 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.93% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.59 |
| Rho: |
0.34 |
Quote data
| Open: |
2.08 |
| High: |
2.14 |
| Low: |
2.05 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.96% |
| 1 Month |
|
|
+18.50% |
| 3 Months |
|
|
+48.55% |
| YTD |
|
|
+60.16% |
| 1 Year |
|
|
+100.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.91 |
| 1M High / 1M Low: |
2.27 |
1.72 |
| 6M High / 6M Low: |
2.27 |
1.24 |
| High (YTD): |
29/10/2024 |
2.27 |
| Low (YTD): |
05/01/2024 |
0.99 |
| 52W High: |
29/10/2024 |
2.27 |
| 52W Low: |
05/01/2024 |
0.99 |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.81% |
| Volatility 6M: |
|
109.70% |
| Volatility 1Y: |
|
111.70% |
| Volatility 3Y: |
|
- |
