DZ Bank Call 87.5 NEM 20.06.2025
/ DE000DJ8TR67
DZ Bank Call 87.5 NEM 20.06.2025/ DE000DJ8TR67 /
| 1/24/2025 9:42:31 PM |
Chg.+0.090 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+3.33% |
2.800
Bid Size: 8,000 |
2.920
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
87.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8TR6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
1/24/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
2.59 |
| Time value: |
0.33 |
| Break-even: |
116.70 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
4.29% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.37 |
| Rho: |
0.28 |
Quote data
| Open: |
2.780 |
| High: |
2.840 |
| Low: |
2.720 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.71% |
| 1 Month |
|
|
+103.65% |
| 3 Months |
|
|
+37.44% |
| YTD |
|
|
+117.97% |
| 1 Year |
|
|
+99.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.320 |
| 1M High / 1M Low: |
2.790 |
1.260 |
| 6M High / 6M Low: |
2.790 |
1.140 |
| High (YTD): |
1/24/2025 |
2.790 |
| Low (YTD): |
1/14/2025 |
1.260 |
| 52W High: |
1/24/2025 |
2.790 |
| 52W Low: |
4/19/2024 |
0.930 |
| Avg. price 1W: |
|
2.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.619 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.563 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
214.93% |
| Volatility 6M: |
|
128.35% |
| Volatility 1Y: |
|
129.64% |
| Volatility 3Y: |
|
- |