DZ Bank Call 85 NEM 20.12.2024
/ DE000DJ0S8B0
DZ Bank Call 85 NEM 20.12.2024/ DE000DJ0S8B0 /
| 02/09/2024 08:12:55 |
Chg.0.00 |
Bid08:13:06 |
Ask08:13:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
0.00% |
1.34
Bid Size: 28,000 |
1.36
Ask Size: 28,000 |
NEMETSCHEK SE O.N. |
85.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
0.93 |
| Time value: |
0.47 |
| Break-even: |
98.90 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.21% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
4.99 |
| Rho: |
0.17 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.07% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
+62.65% |
| YTD |
|
|
+35.00% |
| 1 Year |
|
|
+121.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.03 |
| 1M High / 1M Low: |
1.40 |
0.80 |
| 6M High / 6M Low: |
1.77 |
0.72 |
| High (YTD): |
06/06/2024 |
1.77 |
| Low (YTD): |
02/05/2024 |
0.72 |
| 52W High: |
06/06/2024 |
1.77 |
| 52W Low: |
26/09/2023 |
0.33 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
119.15% |
| Volatility 6M: |
|
159.92% |
| Volatility 1Y: |
|
154.67% |
| Volatility 3Y: |
|
- |
