DZ Bank Call 110 NEM 20.12.2024
/ DE000DJ7PAB6
DZ Bank Call 110 NEM 20.12.2024/ DE000DJ7PAB6 /
| 2024-05-24 3:04:31 PM |
Chg.+0.040 |
Bid3:33:37 PM |
Ask3:33:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+14.81% |
0.300
Bid Size: 80,000 |
0.310
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7PAB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
-1.77 |
| Time value: |
0.29 |
| Break-even: |
112.90 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
8.55 |
| Rho: |
0.13 |
Quote data
| Open: |
0.260 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.62% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
-31.11% |
| YTD |
|
|
+3.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.270 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
0.570 |
| Low (YTD): |
2024-05-02 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
