DZ Bank Call 40 AZ2 20.12.2024
/ DE000DJ5J3R3
DZ Bank Call 40 AZ2 20.12.2024/ DE000DJ5J3R3 /
| 25/07/2024 09:08:12 |
Chg.+0.04 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
40.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
1.62 |
| Time value: |
0.13 |
| Break-even: |
57.40 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
5.45% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.14 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
-13.99% |
| 3 Months |
|
|
+17.73% |
| YTD |
|
|
-1.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.62 |
| 1M High / 1M Low: |
1.94 |
1.62 |
| 6M High / 6M Low: |
2.20 |
1.29 |
| High (YTD): |
22/02/2024 |
2.20 |
| Low (YTD): |
29/04/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.54% |
| Volatility 6M: |
|
71.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
