DZ Bank Call 12600 DAX 20.12.2024
/ DE000DJ2RZ08
DZ Bank Call 12600 DAX 20.12.2024/ DE000DJ2RZ08 /
| 09/09/2024 09:34:49 |
Chg.+0.020 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
+0.41% |
4.920
Bid Size: 25,000 |
4.930
Ask Size: 25,000 |
DAX |
12,600.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2RZ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,600.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
37.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
58.26 |
| Intrinsic value: |
57.02 |
| Implied volatility: |
- |
| Historic volatility: |
0.11 |
| Parity: |
57.02 |
| Time value: |
-52.10 |
| Break-even: |
13,092.00 |
| Moneyness: |
1.45 |
| Premium: |
-0.28 |
| Premium p.a.: |
-0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.910 |
| High: |
4.920 |
| Low: |
4.910 |
| Previous Close: |
4.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.82% |
| 3 Months |
|
|
+1.44% |
| YTD |
|
|
+6.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.920 |
4.900 |
| 1M High / 1M Low: |
4.920 |
4.880 |
| 6M High / 6M Low: |
4.920 |
4.730 |
| High (YTD): |
02/09/2024 |
4.920 |
| Low (YTD): |
03/01/2024 |
4.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1.78% |
| Volatility 6M: |
|
3.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
