DZ Bank Call 4 DEZ 20.12.2024
/ DE000DJ4YPQ1
DZ Bank Call 4 DEZ 20.12.2024/ DE000DJ4YPQ1 /
| 2024-06-20 10:04:11 AM |
Chg.+0.040 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+3.36% |
1.230
Bid Size: 20,000 |
1.260
Ask Size: 20,000 |
DEUTZ AG O.N. |
4.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4YPQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
0.95 |
| Time value: |
0.33 |
| Break-even: |
5.28 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
7.56% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.200 |
| High: |
1.230 |
| Low: |
1.200 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
-24.54% |
| 3 Months |
|
|
-30.90% |
| YTD |
|
|
+13.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.180 |
| 1M High / 1M Low: |
1.640 |
1.180 |
| 6M High / 6M Low: |
2.310 |
0.750 |
| High (YTD): |
2024-04-09 |
2.310 |
| Low (YTD): |
2024-01-17 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.30% |
| Volatility 6M: |
|
115.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
