DZ Bank Call 4 DEZ 20.12.2024
/ DE000DJ4YPQ1
DZ Bank Call 4 DEZ 20.12.2024/ DE000DJ4YPQ1 /
8/30/2024 12:06:02 PM |
Chg.+0.030 |
Bid12:26:09 PM |
Ask12:26:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
+3.53% |
0.880 Bid Size: 20,000 |
0.910 Ask Size: 20,000 |
DEUTZ AG O.N. |
4.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.50 |
Historic volatility: |
0.40 |
Parity: |
0.68 |
Time value: |
0.24 |
Break-even: |
4.92 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.09 |
Spread %: |
10.84% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
3.94 |
Rho: |
0.01 |
Quote data
Open: |
0.840 |
High: |
0.880 |
Low: |
0.840 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.33% |
1 Month |
|
|
-39.31% |
3 Months |
|
|
-40.94% |
YTD |
|
|
-20.72% |
1 Year |
|
|
-1.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.800 |
1M High / 1M Low: |
1.480 |
0.790 |
6M High / 6M Low: |
2.330 |
0.790 |
High (YTD): |
7/1/2024 |
2.330 |
Low (YTD): |
1/17/2024 |
0.740 |
52W High: |
7/1/2024 |
2.330 |
52W Low: |
10/25/2023 |
0.430 |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.602 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.303 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.16% |
Volatility 6M: |
|
151.63% |
Volatility 1Y: |
|
135.49% |
Volatility 3Y: |
|
- |