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DZ Bank Call 4.5 APPH/D 20.12.202.../  DE000DJ2VH38  /

Frankfurt Zert./DZB
2024-05-29  8:34:39 PM Chg.-0.020 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
3.650EUR -0.54% 3.650
Bid Size: 1,250		 4.330
Ask Size: 1,250		 APONTIS PHARM. AG IN... 4.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ2VH3
Issuer: DZ Bank AG
Currency: EUR
Underlying: APONTIS PHARM. AG INH ON
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-12-20
Issue date: 2023-10-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 4.03
Intrinsic value: 3.88
Implied volatility: 0.95
Historic volatility: 0.53
Parity: 3.88
Time value: 0.51
Break-even: 8.89
Moneyness: 1.86
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.75
Spread %: 20.60%
Delta: 0.90
Theta: 0.00
Omega: 1.71
Rho: 0.02
 

Quote data

Open: 3.530
High: 4.090
Low: 3.530
Previous Close: 3.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.43%
1 Month
  -1.62%
3 Months  
+60.79%
YTD  
+170.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.530 3.670
1M High / 1M Low: 4.820 3.670
6M High / 6M Low: 4.820 0.720
High (YTD): 2024-05-16 4.820
Low (YTD): 2024-01-17 0.880
52W High: - -
52W Low: - -
Avg. price 1W:   4.216
Avg. volume 1W:   0.000
Avg. price 1M:   4.185
Avg. volume 1M:   0.000
Avg. price 6M:   2.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.72%
Volatility 6M:   125.51%
Volatility 1Y:   -
Volatility 3Y:   -