DZ Bank Call 95 NEM 20.09.2024
/ DE000DJ6YKY1
DZ Bank Call 95 NEM 20.09.2024/ DE000DJ6YKY1 /
| 8/16/2024 1:05:42 PM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
95.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6YKY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/24/2023 |
| Last trading day: |
8/16/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
59.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.30 |
| Parity: |
-5.75 |
| Time value: |
1.50 |
| Break-even: |
96.50 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
57.70 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.28 |
| Theta: |
-0.22 |
| Omega: |
16.93 |
| Rho: |
0.00 |
Quote data
| Open: |
1.32 |
| High: |
1.51 |
| Low: |
1.32 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.68% |
| 3 Months |
|
|
-71.31% |
| YTD |
|
|
-61.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.36 |
0.94 |
| 6M High / 6M Low: |
5.93 |
0.83 |
| High (YTD): |
2/8/2024 |
6.14 |
| Low (YTD): |
8/2/2024 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.84% |
| Volatility 6M: |
|
296.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
