DZ Bank Call 52.5 AZ2 20.12.2024
/ DE000DJ4FL63
DZ Bank Call 52.5 AZ2 20.12.2024/ DE000DJ4FL63 /
| 11/5/2024 8:10:17 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
52.50 - |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.03 |
| Time value: |
0.29 |
| Break-even: |
55.60 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
10.71% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
9.38 |
| Rho: |
0.03 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.45% |
| 1 Month |
|
|
-69.83% |
| 3 Months |
|
|
-42.62% |
| YTD |
|
|
-52.05% |
| 1 Year |
|
|
+2.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
1.200 |
0.350 |
| 6M High / 6M Low: |
1.300 |
0.350 |
| High (YTD): |
9/27/2024 |
1.300 |
| Low (YTD): |
11/5/2024 |
0.350 |
| 52W High: |
9/27/2024 |
1.300 |
| 52W Low: |
11/10/2023 |
0.330 |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.752 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
208.77% |
| Volatility 6M: |
|
157.05% |
| Volatility 1Y: |
|
140.63% |
| Volatility 3Y: |
|
- |
