DZ Bank Call 60 AZ2 20.12.2024
/ DE000DW0QJ87
DZ Bank Call 60 AZ2 20.12.2024/ DE000DW0QJ87 /
| 13/09/2024 08:22:58 |
Chg.-0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
60.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DW0QJ8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.12 |
| Time value: |
0.30 |
| Break-even: |
64.20 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
8.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.83% |
| 1 Month |
|
|
+94.44% |
| 3 Months |
|
|
-35.19% |
| YTD |
|
|
-2.78% |
| 1 Year |
|
|
+105.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.180 |
| 6M High / 6M Low: |
0.540 |
0.110 |
| High (YTD): |
22/02/2024 |
0.600 |
| Low (YTD): |
02/05/2024 |
0.110 |
| 52W High: |
22/02/2024 |
0.600 |
| 52W Low: |
25/10/2023 |
0.033 |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.266 |
| Avg. volume 1Y: |
|
408.203 |
| Volatility 1M: |
|
187.56% |
| Volatility 6M: |
|
237.88% |
| Volatility 1Y: |
|
248.11% |
| Volatility 3Y: |
|
- |
