DZ Bank Call 62.5 AZ2 20.12.2024
/ DE000DJ73CB1
DZ Bank Call 62.5 AZ2 20.12.2024/ DE000DJ73CB1 /
| 7/25/2024 9:07:34 AM |
Chg.+0.020 |
Bid8:46:22 PM |
Ask8:46:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.170
Bid Size: 12,500 |
0.200
Ask Size: 12,500 |
ANDRITZ AG |
62.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ73CB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.64 |
| Time value: |
0.17 |
| Break-even: |
64.20 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
10.35 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.290 |
0.130 |
| 6M High / 6M Low: |
0.480 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.10% |
| Volatility 6M: |
|
243.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
