DZ Bank Call 95 NEM 20.06.2025
/ DE000DJ6YK02
DZ Bank Call 95 NEM 20.06.2025/ DE000DJ6YK02 /
| 11/11/2024 6:05:01 PM |
Chg.-0.080 |
Bid6:29:02 PM |
Ask6:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.920EUR |
-0.57% |
13.630
Bid Size: 1,750 |
14.350
Ask Size: 1,750 |
NEMETSCHEK SE O.N. |
95.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ6YK0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/24/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.42 |
| Intrinsic value: |
9.40 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
9.40 |
| Time value: |
5.57 |
| Break-even: |
109.97 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.90 |
| Spread %: |
6.40% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.17 |
| Rho: |
0.38 |
Quote data
| Open: |
12.470 |
| High: |
14.640 |
| Low: |
12.470 |
| Previous Close: |
14.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.17% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+72.49% |
| YTD |
|
|
+92.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.440 |
11.210 |
| 1M High / 1M Low: |
14.440 |
11.210 |
| 6M High / 6M Low: |
14.440 |
7.150 |
| High (YTD): |
11/7/2024 |
14.440 |
| Low (YTD): |
1/5/2024 |
5.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.74% |
| Volatility 6M: |
|
117.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
