DZ Bank Call 87.5 NEM 20.12.2024
/ DE000DJ6VVJ5
DZ Bank Call 87.5 NEM 20.12.2024/ DE000DJ6VVJ5 /
| 2024-07-25 1:04:37 PM |
Chg.-0.070 |
Bid1:10:41 PM |
Ask1:10:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-8.54% |
0.770
Bid Size: 80,000 |
0.780
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
87.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ6VVJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.05 |
| Time value: |
0.84 |
| Break-even: |
95.90 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
5.83 |
| Rho: |
0.16 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.24% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
+8.70% |
| YTD |
|
|
-15.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.820 |
| 1M High / 1M Low: |
1.450 |
0.820 |
| 6M High / 6M Low: |
1.600 |
0.620 |
| High (YTD): |
2024-06-06 |
1.600 |
| Low (YTD): |
2024-05-02 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.44% |
| Volatility 6M: |
|
168.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
