DZ Bank Call 80 NEM 21.06.2024
/ DE000DW4SGG6
DZ Bank Call 80 NEM 21.06.2024/ DE000DW4SGG6 /
| 2024-05-27 5:06:06 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
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: |
1.17 |
| High: |
1.20 |
| Low: |
1.16 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+96.61% |
| 3 Months |
|
|
+9.43% |
| YTD |
|
|
+68.12% |
| 1 Year |
|
|
+36.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.22 |
0.57 |
| 6M High / 6M Low: |
1.27 |
0.38 |
| High (YTD): |
2024-03-27 |
1.27 |
| Low (YTD): |
2024-05-02 |
0.38 |
| 52W High: |
2024-03-27 |
1.27 |
| 52W Low: |
2023-09-26 |
0.18 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
155.43% |
| Volatility 6M: |
|
181.48% |
| Volatility 1Y: |
|
164.02% |
| Volatility 3Y: |
|
- |
