DZ Bank Call 4 DEZ 20.09.2024
/ DE000DJ52PZ6
DZ Bank Call 4 DEZ 20.09.2024/ DE000DJ52PZ6 /
| 2024-07-25 6:15:23 PM |
Chg.-0.09 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-6.77% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
4.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52PZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.40 |
| Parity: |
1.32 |
| Time value: |
0.15 |
| Break-even: |
5.46 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
11.45% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
3.16 |
| Rho: |
0.00 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.12 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.52% |
| 1 Month |
|
|
-24.85% |
| 3 Months |
|
|
-25.30% |
| YTD |
|
|
+21.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.24 |
| 1M High / 1M Low: |
2.24 |
1.24 |
| 6M High / 6M Low: |
2.24 |
1.04 |
| High (YTD): |
2024-07-01 |
2.24 |
| Low (YTD): |
2024-01-17 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
2.91 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
1.01 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.60% |
| Volatility 6M: |
|
184.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
