DZ Bank Call 100 ADN1/D 20.12.2024
/ DE000DJ4C4Z2
DZ Bank Call 100 ADN1/D 20.12.202.../ DE000DJ4C4Z2 /
| 7/16/2024 8:27:54 AM |
Chg.-0.060 |
Bid11:14:44 AM |
Ask11:14:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
0.690
Bid Size: 5,000 |
0.730
Ask Size: 5,000 |
ADESSO SE INH O.N. |
100.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4C4Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
-0.92 |
| Time value: |
0.81 |
| Break-even: |
108.10 |
| Moneyness: |
0.91 |
| Premium: |
0.19 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.12 |
| Spread %: |
17.39% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
5.11 |
| Rho: |
0.14 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
-30.69% |
| 3 Months |
|
|
-66.02% |
| YTD |
|
|
-67.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.560 |
| 1M High / 1M Low: |
1.100 |
0.410 |
| 6M High / 6M Low: |
3.260 |
0.410 |
| High (YTD): |
3/8/2024 |
3.260 |
| Low (YTD): |
7/4/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
4.762 |
| Avg. price 6M: |
|
1.800 |
| Avg. volume 6M: |
|
.787 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.16% |
| Volatility 6M: |
|
141.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
