DZ Bank Call 2.75 IES 20.12.2024
/ DE000DJ4BH22
DZ Bank Call 2.75 IES 20.12.2024/ DE000DJ4BH22 /
| 6/10/2024 10:35:30 AM |
Chg.-0.020 |
Bid11:18:17 AM |
Ask11:18:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-2.25% |
0.860
Bid Size: 100,000 |
0.880
Ask Size: 100,000 |
INTESA SANPAOLO |
2.75 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4BH2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.84 |
| Time value: |
0.11 |
| Break-even: |
3.70 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.860 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
+107.14% |
| YTD |
|
|
+411.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.870 |
| 1M High / 1M Low: |
1.000 |
0.820 |
| 6M High / 6M Low: |
1.000 |
0.150 |
| High (YTD): |
5/17/2024 |
1.000 |
| Low (YTD): |
1/17/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.06% |
| Volatility 6M: |
|
116.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
