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DZ Bank Call 75 NEM 21.06.2024/  DE000DW3QCE6  /

Frankfurt Zert./DZB
2024-05-23  9:04:41 AM Chg.+0.050 Bid9:11:06 AM Ask9:11:06 AM Underlying Strike price Expiration date Option type
1.700EUR +3.03% 1.680
Bid Size: 80,000		 1.710
Ask Size: 80,000		 NEMETSCHEK SE O.N. 75.00 - 2024-06-21 Call
 

Master data

WKN: DW3QCE
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.58
Implied volatility: 0.56
Historic volatility: 0.30
Parity: 1.58
Time value: 0.10
Break-even: 91.70
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 5.70%
Delta: 0.90
Theta: -0.05
Omega: 4.90
Rho: 0.05
 

Quote data

Open: 1.680
High: 1.700
Low: 1.680
Previous Close: 1.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.86%
1 Month  
+88.89%
3 Months  
+6.92%
YTD  
+57.41%
1 Year  
+55.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.270
1M High / 1M Low: 1.650 0.720
6M High / 6M Low: 1.900 0.700
High (YTD): 2024-03-27 1.900
Low (YTD): 2024-04-19 0.700
52W High: 2024-03-27 1.900
52W Low: 2023-09-26 0.290
Avg. price 1W:   1.436
Avg. volume 1W:   0.000
Avg. price 1M:   1.101
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.020
Avg. volume 1Y:   0.000
Volatility 1M:   188.97%
Volatility 6M:   165.46%
Volatility 1Y:   160.45%
Volatility 3Y:   -