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DZ Bank Call 85 NEM 20.12.2024/  DE000DJ0S8B0  /

Frankfurt Zert./DZB
2024-07-05  9:34:48 PM Chg.+0.170 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.630EUR +11.64% 1.630
Bid Size: 8,000		 1.660
Ask Size: 8,000		 NEMETSCHEK SE O.N. 85.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S8B
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 0.83
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.83
Time value: 0.68
Break-even: 100.00
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 2.04%
Delta: 0.71
Theta: -0.03
Omega: 4.39
Rho: 0.23
 

Quote data

Open: 1.470
High: 1.640
Low: 1.470
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.43%
1 Month
  -8.43%
3 Months  
+19.85%
YTD  
+64.65%
1 Year  
+213.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.430
1M High / 1M Low: 1.780 1.150
6M High / 6M Low: 1.780 0.690
High (YTD): 2024-06-06 1.780
Low (YTD): 2024-04-19 0.690
52W High: 2024-06-06 1.780
52W Low: 2023-09-26 0.330
Avg. price 1W:   1.518
Avg. volume 1W:   0.000
Avg. price 1M:   1.469
Avg. volume 1M:   0.000
Avg. price 6M:   1.233
Avg. volume 6M:   0.000
Avg. price 1Y:   0.977
Avg. volume 1Y:   0.000
Volatility 1M:   132.95%
Volatility 6M:   167.57%
Volatility 1Y:   153.73%
Volatility 3Y:   -