DZ Bank Call 45 AZ2 20.12.2024
/ DE000DJ4FL55
DZ Bank Call 45 AZ2 20.12.2024/ DE000DJ4FL55 /
| 2024-07-26 8:09:45 AM |
Chg.+0.08 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+6.50% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
0.16 |
| Break-even: |
58.80 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
6.98% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.15 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
-9.03% |
| 3 Months |
|
|
+25.96% |
| YTD |
|
|
+4.80% |
| 1 Year |
|
|
+45.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.19 |
| 1M High / 1M Low: |
1.49 |
1.19 |
| 6M High / 6M Low: |
1.73 |
0.87 |
| High (YTD): |
2024-06-14 |
1.73 |
| Low (YTD): |
2024-05-02 |
0.87 |
| 52W High: |
2024-06-14 |
1.73 |
| 52W Low: |
2023-10-27 |
0.37 |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.20% |
| Volatility 6M: |
|
84.15% |
| Volatility 1Y: |
|
106.64% |
| Volatility 3Y: |
|
- |
