DZ Bank Call 45 AZ2 20.12.2024
/ DE000DJ4FL55
DZ Bank Call 45 AZ2 20.12.2024/ DE000DJ4FL55 /
| 2024-07-25 9:35:04 PM |
Chg.+0.090 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+7.32% |
1.290
Bid Size: 5,000 |
1.380
Ask Size: 5,000 |
ANDRITZ AG |
45.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4FL5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
1.12 |
| Time value: |
0.16 |
| Break-even: |
57.70 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
4.96% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.86 |
| Rho: |
0.15 |
Quote data
| Open: |
1.240 |
| High: |
1.350 |
| Low: |
1.200 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
+25.71% |
| YTD |
|
|
+3.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.160 |
| 1M High / 1M Low: |
1.460 |
1.160 |
| 6M High / 6M Low: |
1.710 |
0.890 |
| High (YTD): |
2024-06-13 |
1.710 |
| Low (YTD): |
2024-04-30 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.07% |
| Volatility 6M: |
|
81.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
