DZ Bank Call 50 AZ2 20.12.2024
/ DE000DW0QJ79
DZ Bank Call 50 AZ2 20.12.2024/ DE000DW0QJ79 /
| 2024-07-25 8:22:44 AM |
Chg.+0.030 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+3.80% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
50.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DW0QJ7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.62 |
| Time value: |
0.25 |
| Break-even: |
58.60 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
5.02 |
| Rho: |
0.14 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-1.20% |
| YTD |
|
|
-9.89% |
| 1 Year |
|
|
+26.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.790 |
| 1M High / 1M Low: |
1.100 |
0.790 |
| 6M High / 6M Low: |
1.300 |
0.540 |
| High (YTD): |
2024-06-14 |
1.300 |
| Low (YTD): |
2024-05-02 |
0.540 |
| 52W High: |
2024-06-14 |
1.300 |
| 52W Low: |
2023-10-27 |
0.190 |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
9.449 |
| Avg. price 1Y: |
|
0.741 |
| Avg. volume 1Y: |
|
14.063 |
| Volatility 1M: |
|
94.10% |
| Volatility 6M: |
|
101.24% |
| Volatility 1Y: |
|
135.17% |
| Volatility 3Y: |
|
- |
