DZ Bank Call 95 NEM 19.12.2025
/ DE000DJ8EQL3
DZ Bank Call 95 NEM 19.12.2025/ DE000DJ8EQL3 /
| 11/11/2024 11:07:05 AM |
Chg.0.00 |
Bid11:53:57 AM |
Ask11:53:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
0.00% |
2.06
Bid Size: 80,000 |
2.07
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
95.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ8EQL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
0.94 |
| Time value: |
1.18 |
| Break-even: |
116.20 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.44% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.58 |
Quote data
| Open: |
1.85 |
| High: |
2.09 |
| Low: |
1.85 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.43% |
| 1 Month |
|
|
+12.97% |
| 3 Months |
|
|
+59.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.75 |
| 1M High / 1M Low: |
2.14 |
1.75 |
| 6M High / 6M Low: |
2.14 |
1.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.70% |
| Volatility 6M: |
|
104.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
