DZ Bank Call 80 NEM 21.06.2024
/ DE000DW4SGG6
DZ Bank Call 80 NEM 21.06.2024/ DE000DW4SGG6 /
| 2024-05-27 12:34:51 PM |
Chg.-0.010 |
Bid9:58:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-0.84% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW4SGG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-08 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.09 |
| Break-even: |
88.40 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.07 |
| Omega: |
8.80 |
| Rho: |
0.03 |
Quote data
| Open: |
1.170 |
| High: |
1.190 |
| Low: |
1.120 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+103.45% |
| 3 Months |
|
|
+12.38% |
| YTD |
|
|
+73.53% |
| 1 Year |
|
|
+38.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.190 |
0.580 |
| 6M High / 6M Low: |
1.280 |
0.370 |
| High (YTD): |
2024-03-27 |
1.280 |
| Low (YTD): |
2024-05-02 |
0.370 |
| 52W High: |
2024-03-27 |
1.280 |
| 52W Low: |
2023-09-26 |
0.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.647 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
156.87% |
| Volatility 6M: |
|
198.05% |
| Volatility 1Y: |
|
174.31% |
| Volatility 3Y: |
|
- |
