DZ Bank Call 57.5 AZ2 20.12.2024
/ DE000DJ7GM01
DZ Bank Call 57.5 AZ2 20.12.2024/ DE000DJ7GM01 /
| 25/07/2024 09:08:40 |
Chg.+0.020 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
57.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ7GM0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.37 |
| Break-even: |
61.20 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
7.81 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.89% |
| 3 Months |
|
|
+32.00% |
| YTD |
|
|
-29.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.540 |
0.310 |
| 6M High / 6M Low: |
0.800 |
0.190 |
| High (YTD): |
22/02/2024 |
0.800 |
| Low (YTD): |
02/05/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.50% |
| Volatility 6M: |
|
180.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
