DZ Bank Call 55 AZ2 20.12.2024
/ DE000DJ4FL71
DZ Bank Call 55 AZ2 20.12.2024/ DE000DJ4FL71 /
| 7/4/2024 8:11:52 AM |
Chg.-0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4FL7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.45 |
| Break-even: |
60.80 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
6.01 |
| Rho: |
0.13 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
-19.12% |
| YTD |
|
|
-3.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
0.880 |
0.530 |
| 6M High / 6M Low: |
0.920 |
0.280 |
| High (YTD): |
2/26/2024 |
0.920 |
| Low (YTD): |
5/2/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.38% |
| Volatility 6M: |
|
151.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
