DZ Bank Call 50 KBX 20.12.2024
/ DE000DJ29HY4
DZ Bank Call 50 KBX 20.12.2024/ DE000DJ29HY4 /
| 2024-08-28 9:35:14 PM |
Chg.-0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-0.42% |
2.400
Bid Size: 7,500 |
2.490
Ask Size: 7,500 |
KNORR-BREMSE AG INH... |
50.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ29HY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KNORR-BREMSE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
2.32 |
| Time value: |
0.16 |
| Break-even: |
74.80 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
3.77% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.70 |
| Rho: |
0.13 |
Quote data
| Open: |
2.400 |
| High: |
2.410 |
| Low: |
2.360 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.05% |
| 1 Month |
|
|
+8.14% |
| 3 Months |
|
|
+2.58% |
| YTD |
|
|
+91.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.400 |
| 1M High / 1M Low: |
2.550 |
1.910 |
| 6M High / 6M Low: |
2.670 |
1.580 |
| High (YTD): |
2024-05-15 |
2.670 |
| Low (YTD): |
2024-01-19 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.30% |
| Volatility 6M: |
|
71.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
