DZ Bank Call 32.5 EUZ 20.12.2024
/ DE000DJ4T4H1
DZ Bank Call 32.5 EUZ 20.12.2024/ DE000DJ4T4H1 /
03/06/2024 14:35:03 |
Chg.+0.070 |
Bid14:37:58 |
Ask14:37:58 |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+4.96% |
1.490 Bid Size: 25,000 |
1.520 Ask Size: 25,000 |
ECKERT+ZIEGLER INH ... |
32.50 - |
20/12/2024 |
Call |
Master data
WKN: |
DJ4T4H |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ECKERT+ZIEGLER INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 - |
Maturity: |
20/12/2024 |
Issue date: |
11/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.52 |
Historic volatility: |
0.39 |
Parity: |
1.32 |
Time value: |
0.20 |
Break-even: |
47.70 |
Moneyness: |
1.40 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
6.29% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.61 |
Rho: |
0.13 |
Quote data
Open: |
1.440 |
High: |
1.530 |
Low: |
1.440 |
Previous Close: |
1.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.37% |
1 Month |
|
|
+70.11% |
3 Months |
|
|
+24.37% |
YTD |
|
|
+22.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
1.270 |
1M High / 1M Low: |
1.550 |
0.870 |
6M High / 6M Low: |
1.580 |
0.490 |
High (YTD): |
29/01/2024 |
1.580 |
Low (YTD): |
19/04/2024 |
0.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.31% |
Volatility 6M: |
|
150.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |