DZ Bank Call 4 DEZ 20.12.2024
/ DE000DJ4YPQ1
DZ Bank Call 4 DEZ 20.12.2024/ DE000DJ4YPQ1 /
| 2024-07-25 8:14:21 AM |
Chg.-0.02 |
Bid8:35:25 AM |
Ask8:35:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-1.35% |
1.42
Bid Size: 7,000 |
1.49
Ask Size: 7,000 |
DEUTZ AG O.N. |
4.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4YPQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.40 |
| Parity: |
1.32 |
| Time value: |
0.25 |
| Break-even: |
5.56 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
6.12% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
2.87 |
| Rho: |
0.01 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.05% |
| 1 Month |
|
|
-25.51% |
| 3 Months |
|
|
-10.98% |
| YTD |
|
|
+31.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.48 |
| 1M High / 1M Low: |
2.33 |
1.48 |
| 6M High / 6M Low: |
2.33 |
1.18 |
| High (YTD): |
2024-07-01 |
2.33 |
| Low (YTD): |
2024-01-17 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.29% |
| Volatility 6M: |
|
144.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
