DZ Bank Call 87.5 NEM 19.12.2025
/ DE000DJ8TR83
DZ Bank Call 87.5 NEM 19.12.2025/ DE000DJ8TR83 /
| 2024-07-05 9:35:15 PM |
Chg.+0.130 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+6.22% |
2.230
Bid Size: 8,000 |
2.260
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
87.50 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ8TR8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
1.50 |
| Break-even: |
110.10 |
| Moneyness: |
1.09 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
2.95 |
| Rho: |
0.64 |
Quote data
| Open: |
2.090 |
| High: |
2.230 |
| Low: |
2.090 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.00% |
| 1 Month |
|
|
+4.72% |
| 3 Months |
|
|
+15.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
2.050 |
| 1M High / 1M Low: |
2.220 |
1.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
