DZ Bank Call 92.5 NEM 21.06.2024
/ DE000DJ8TR00
DZ Bank Call 92.5 NEM 21.06.2024/ DE000DJ8TR00 /
| 2024-04-29 9:35:10 PM |
Chg.-0.024 |
Bid9:59:26 PM |
Ask2024-04-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-26.67% |
0.067
Bid Size: 8,000 |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
92.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ8TR0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
-0.97 |
| Time value: |
0.12 |
| Break-even: |
93.70 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.03 |
| Spread %: |
33.33% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
14.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.084 |
| Low: |
0.065 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-85.96% |
| 3 Months |
|
|
-86.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.056 |
| 1M High / 1M Low: |
0.360 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
599.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
