DZ Bank Call 50 AZ2 20.12.2024
/ DE000DW0QJ79
DZ Bank Call 50 AZ2 20.12.2024/ DE000DW0QJ79 /
| 04/10/2024 12:28:32 |
Chg.-0.11 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-7.38% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
50.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
1.35 |
| Time value: |
0.16 |
| Break-even: |
65.00 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
6.38% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.66 |
| Rho: |
0.08 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.38 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.39% |
| 1 Month |
|
|
+36.63% |
| 3 Months |
|
|
+48.39% |
| YTD |
|
|
+51.65% |
| 1 Year |
|
|
+245.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.38 |
| 1M High / 1M Low: |
1.54 |
0.92 |
| 6M High / 6M Low: |
1.54 |
0.54 |
| High (YTD): |
27/09/2024 |
1.54 |
| Low (YTD): |
02/05/2024 |
0.54 |
| 52W High: |
27/09/2024 |
1.54 |
| 52W Low: |
27/10/2023 |
0.19 |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
9.23 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
14.06 |
| Volatility 1M: |
|
87.64% |
| Volatility 6M: |
|
123.69% |
| Volatility 1Y: |
|
137.64% |
| Volatility 3Y: |
|
- |
