DZ Bank Call 72.5 G24 20.12.2024
/ DE000DJ2M4W9
DZ Bank Call 72.5 G24 20.12.2024/ DE000DJ2M4W9 /
| 11/5/2024 1:09:19 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCOUT24 SE NA O.N. |
72.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2M4W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCOUT24 SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/22/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
0.16 |
| Break-even: |
84.40 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
5.74 |
| Rho: |
0.06 |
Quote data
| Open: |
1.05 |
| High: |
1.20 |
| Low: |
1.05 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.45% |
| 1 Month |
|
|
+43.21% |
| 3 Months |
|
|
+251.52% |
| YTD |
|
|
+163.64% |
| 1 Year |
|
|
+169.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.04 |
| 1M High / 1M Low: |
1.16 |
0.74 |
| 6M High / 6M Low: |
1.16 |
0.16 |
| High (YTD): |
11/5/2024 |
1.16 |
| Low (YTD): |
8/16/2024 |
0.16 |
| 52W High: |
11/5/2024 |
1.16 |
| 52W Low: |
8/16/2024 |
0.16 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
184.77% |
| Volatility 6M: |
|
177.86% |
| Volatility 1Y: |
|
154.67% |
| Volatility 3Y: |
|
- |
