DZ Bank Call 52.5 AZ2 20.12.2024
/ DE000DJ4FL63
DZ Bank Call 52.5 AZ2 20.12.2024/ DE000DJ4FL63 /
| 30/08/2024 08:09:40 |
Chg.+0.060 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+7.79% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
52.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.71 |
| Time value: |
0.18 |
| Break-even: |
61.40 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
7.23% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.40 |
| Rho: |
0.12 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.79% |
| 1 Month |
|
|
-4.60% |
| 3 Months |
|
|
+48.21% |
| YTD |
|
|
+13.70% |
| 1 Year |
|
|
+72.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.760 |
| 1M High / 1M Low: |
0.870 |
0.470 |
| 6M High / 6M Low: |
1.080 |
0.390 |
| High (YTD): |
26/02/2024 |
1.090 |
| Low (YTD): |
02/05/2024 |
0.390 |
| 52W High: |
26/02/2024 |
1.090 |
| 52W Low: |
26/10/2023 |
0.130 |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.628 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
189.74% |
| Volatility 6M: |
|
143.40% |
| Volatility 1Y: |
|
165.48% |
| Volatility 3Y: |
|
- |
