DZ Bank Call 47.5 AZ2 20.12.2024
/ DE000DJ47VR1
DZ Bank Call 47.5 AZ2 20.12.2024/ DE000DJ47VR1 /
| 2024-07-25 8:26:25 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
47.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ47VR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.87 |
| Time value: |
0.20 |
| Break-even: |
58.10 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
6.00% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.38 |
| Rho: |
0.15 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.97% |
| 1 Month |
|
|
-22.14% |
| 3 Months |
|
|
+2.00% |
| YTD |
|
|
-6.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.990 |
| 1M High / 1M Low: |
1.310 |
0.990 |
| 6M High / 6M Low: |
1.540 |
0.710 |
| High (YTD): |
2024-02-22 |
1.540 |
| Low (YTD): |
2024-05-02 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.74% |
| Volatility 6M: |
|
89.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
