DZ Bank Call 80 NEM 21.06.2024
/ DE000DW4SGG6
DZ Bank Call 80 NEM 21.06.2024/ DE000DW4SGG6 /
| 2024-05-23 8:16:52 AM |
Chg.+0.01 |
Bid10:31:26 AM |
Ask10:31:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+0.86% |
1.25
Bid Size: 80,000 |
1.27
Ask Size: 80,000 |
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: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
1.17 |
| Time value: |
0.04 |
| Break-even: |
92.00 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
5.26% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
7.36 |
| Rho: |
0.06 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.96% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
+15.84% |
| YTD |
|
|
+69.57% |
| 1 Year |
|
|
+64.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.83 |
| 1M High / 1M Low: |
1.16 |
0.38 |
| 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: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
287.37% |
| Volatility 6M: |
|
180.15% |
| Volatility 1Y: |
|
162.64% |
| Volatility 3Y: |
|
- |
