DZ Bank Call 87.5 NEM 20.09.2024
/ DE000DJ6VVH9
DZ Bank Call 87.5 NEM 20.09.2024/ DE000DJ6VVH9 /
| 2024-07-25 2:34:42 PM |
Chg.-0.070 |
Bid2024-07-25 |
Ask2024-07-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-14.89% |
0.400
Bid Size: 80,000 |
0.410
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
87.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6VVH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.05 |
| Time value: |
0.49 |
| Break-even: |
92.40 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
9.41 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.400 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.48% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-13.04% |
| YTD |
|
|
-42.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.470 |
| 1M High / 1M Low: |
1.110 |
0.470 |
| 6M High / 6M Low: |
1.310 |
0.380 |
| High (YTD): |
2024-06-06 |
1.310 |
| Low (YTD): |
2024-05-02 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.27% |
| Volatility 6M: |
|
235.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
