DZ Bank Call 85 NEM 20.06.2025
/ DE000DJ52ZW2
DZ Bank Call 85 NEM 20.06.2025/ DE000DJ52ZW2 /
| 8/9/2024 8:09:13 AM |
Chg.0.00 |
Bid9:59:50 AM |
Ask9:59:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
0.00% |
1.45
Bid Size: 80,000 |
1.46
Ask Size: 80,000 |
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: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
0.19 |
| Time value: |
1.29 |
| Break-even: |
99.70 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.08% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.71 |
| Rho: |
0.34 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-17.71% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.28 |
| 1M High / 1M Low: |
1.90 |
1.28 |
| 6M High / 6M Low: |
2.13 |
1.08 |
| High (YTD): |
6/6/2024 |
2.13 |
| Low (YTD): |
1/5/2024 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.92% |
| Volatility 6M: |
|
117.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
