DZ Bank Call 32.5 EUZ 20.12.2024/  DE000DJ4T4H1  /

Frankfurt Zert./DZB
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:   -