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DZ Bank Call 52.5 AZ2 20.12.2024/  DE000DJ4FL63  /

EUWAX
9/18/2024  8:09:34 AM Chg.+0.080 Bid5:56:09 PM Ask5:56:09 PM Underlying Strike price Expiration date Option type
1.070EUR +8.08% 1.050
Bid Size: 17,500		 1.100
Ask Size: 17,500		 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: 5.55
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.97
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.97
Time value: 0.16
Break-even: 63.70
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 5.66%
Delta: 0.84
Theta: -0.02
Omega: 4.68
Rho: 0.10
 

Quote data

Open: 1.070
High: 1.070
Low: 1.070
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.49%
1 Month  
+72.58%
3 Months  
+20.22%
YTD  
+46.58%
1 Year  
+154.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.820
1M High / 1M Low: 0.990 0.590
6M High / 6M Low: 1.080 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:   0.900
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   0.645
Avg. volume 1Y:   0.000
Volatility 1M:   115.38%
Volatility 6M:   144.90%
Volatility 1Y:   163.03%
Volatility 3Y:   -