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DZ Bank Call 85 NEM 20.12.2024/  DE000DJ0S8B0  /

EUWAX
2024-07-26  6:11:38 PM Chg.+0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.930EUR +2.20% -
Bid Size: -		 -
Ask Size: -		 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: 8.91
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.14
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.14
Time value: 0.83
Break-even: 94.70
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 3.19%
Delta: 0.60
Theta: -0.03
Omega: 5.33
Rho: 0.17
 

Quote data

Open: 0.900
High: 0.940
Low: 0.900
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.77%
1 Month
  -33.57%
3 Months  
+1.09%
YTD
  -7.00%
1 Year  
+14.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.910
1M High / 1M Low: 1.620 0.910
6M High / 6M Low: 1.770 0.720
High (YTD): 2024-06-06 1.770
Low (YTD): 2024-05-02 0.720
52W High: 2024-06-06 1.770
52W Low: 2023-09-26 0.330
Avg. price 1W:   1.046
Avg. volume 1W:   0.000
Avg. price 1M:   1.315
Avg. volume 1M:   0.000
Avg. price 6M:   1.263
Avg. volume 6M:   0.000
Avg. price 1Y:   1.016
Avg. volume 1Y:   0.000
Volatility 1M:   137.48%
Volatility 6M:   161.35%
Volatility 1Y:   149.35%
Volatility 3Y:   -