DZ Bank Call 40 AZ2 20.12.2024
/ DE000DJ5J3R3
DZ Bank Call 40 AZ2 20.12.2024/ DE000DJ5J3R3 /
| 2024-07-26 9:07:15 AM |
Chg.+0.09 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+5.42% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5J3R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.23 |
| Parity: |
1.63 |
| Time value: |
0.18 |
| Break-even: |
58.00 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
5.26% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
0.13 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.36% |
| 1 Month |
|
|
-4.37% |
| 3 Months |
|
|
+21.53% |
| YTD |
|
|
+3.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.62 |
| 1M High / 1M Low: |
1.94 |
1.62 |
| 6M High / 6M Low: |
2.20 |
1.29 |
| High (YTD): |
2024-02-22 |
2.20 |
| Low (YTD): |
2024-04-29 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.93% |
| Volatility 6M: |
|
71.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
