DZ Bank Call 12500 DAX 20.09.2024
/ DE000DJ2RZW6
DZ Bank Call 12500 DAX 20.09.2024/ DE000DJ2RZW6 /
| 2024-07-09 6:32:26 PM |
Chg.+0.01 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
+0.20% |
4.95
Bid Size: 25,000 |
4.97
Ask Size: 25,000 |
DAX |
12,500.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2RZW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,500.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
37.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
60.63 |
| Intrinsic value: |
59.72 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
59.72 |
| Time value: |
-54.75 |
| Break-even: |
12,997.00 |
| Moneyness: |
1.48 |
| Premium: |
-0.30 |
| Premium p.a.: |
-0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.95 |
| High: |
4.95 |
| Low: |
4.95 |
| Previous Close: |
4.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.20% |
| 1 Month |
|
|
+0.61% |
| 3 Months |
|
|
+1.85% |
| YTD |
|
|
+5.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.94 |
| 1M High / 1M Low: |
4.94 |
4.91 |
| 6M High / 6M Low: |
4.94 |
4.70 |
| High (YTD): |
2024-07-08 |
4.94 |
| Low (YTD): |
2024-01-03 |
4.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1.44% |
| Volatility 6M: |
|
2.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
