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: |
|
- |