DZ Bank Call 85 NEM 20.06.2025
/ DE000DJ52ZW2
DZ Bank Call 85 NEM 20.06.2025/ DE000DJ52ZW2 /
| 7/25/2024 5:05:45 PM |
Chg.-0.04 |
Bid5:43:18 PM |
Ask5:43:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-2.86% |
1.35
Bid Size: 28,000 |
1.38
Ask Size: 28,000 |
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: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.21 |
| Time value: |
1.22 |
| Break-even: |
99.20 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.16% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.87 |
| Rho: |
0.37 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.29 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-25.27% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.40 |
| 1M High / 1M Low: |
2.03 |
1.40 |
| 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: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.29% |
| Volatility 6M: |
|
122.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
