DZ Bank Call 97.5 NEM 21.03.2025
/ DE000DQ2NJN9
DZ Bank Call 97.5 NEM 21.03.2025/ DE000DQ2NJN9 /
| 2024-12-20 9:42:26 PM |
Chg.+0.080 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+19.51% |
0.480
Bid Size: 8,000 |
0.510
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
97.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2NJN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
0.51 |
| Break-even: |
102.60 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
8.25 |
| Rho: |
0.09 |
Quote data
| Open: |
0.410 |
| High: |
0.510 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-44.94% |
| 3 Months |
|
|
-16.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
1.030 |
0.410 |
| 6M High / 6M Low: |
1.290 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.801 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.40% |
| Volatility 6M: |
|
170.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
