DZ Bank Call 52.5 AZ2 20.12.2024
/ DE000DJ4FL63
DZ Bank Call 52.5 AZ2 20.12.2024/ DE000DJ4FL63 /
| 7/26/2024 8:09:47 AM |
Chg.+0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+10.77% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
52.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4FL6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.33 |
| Break-even: |
59.50 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.59 |
| Rho: |
0.13 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
-1.37% |
| 1 Year |
|
|
+46.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.880 |
0.600 |
| 6M High / 6M Low: |
1.090 |
0.390 |
| High (YTD): |
2/26/2024 |
1.090 |
| Low (YTD): |
5/2/2024 |
0.390 |
| 52W High: |
2/26/2024 |
1.090 |
| 52W Low: |
10/26/2023 |
0.130 |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.597 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
103.47% |
| Volatility 6M: |
|
122.65% |
| Volatility 1Y: |
|
158.50% |
| Volatility 3Y: |
|
- |
