DZ Bank Call 85 NEM 21.06.2024
/ DE000DW3QCH9
DZ Bank Call 85 NEM 21.06.2024/ DE000DW3QCH9 /
2024-05-27 5:04:15 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
- |
- Bid Size: - |
- Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3QCH |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-28 |
Last trading day: |
2024-05-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.26 |
Time value: |
0.21 |
Break-even: |
89.60 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.65 |
Theta: |
-0.09 |
Omega: |
12.44 |
Rho: |
0.02 |
Quote data
Open: |
0.750 |
High: |
0.780 |
Low: |
0.720 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+138.71% |
3 Months |
|
|
-23.71% |
YTD |
|
|
+27.59% |
1 Year |
|
|
-20.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.810 |
0.290 |
6M High / 6M Low: |
1.190 |
0.160 |
High (YTD): |
2024-02-08 |
1.190 |
Low (YTD): |
2024-05-02 |
0.160 |
52W High: |
2024-02-08 |
1.190 |
52W Low: |
2023-09-26 |
0.140 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.663 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.556 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
184.65% |
Volatility 6M: |
|
264.57% |
Volatility 1Y: |
|
227.57% |
Volatility 3Y: |
|
- |