DZ Bank Call 4 DEZ 20.12.2024
/ DE000DJ4YPQ1
DZ Bank Call 4 DEZ 20.12.2024/ DE000DJ4YPQ1 /
| 07/06/2024 08:15:56 |
Chg.0.00 |
Bid10:21:25 |
Ask10:21:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
0.00% |
1.41
Bid Size: 20,000 |
1.44
Ask Size: 20,000 |
DEUTZ AG O.N. |
4.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
1.16 |
| Time value: |
0.30 |
| Break-even: |
5.45 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
6.62% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.93 |
| Rho: |
0.02 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.52% |
| 1 Month |
|
|
-12.74% |
| 3 Months |
|
|
-36.57% |
| YTD |
|
|
+23.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.37 |
| 1M High / 1M Low: |
1.71 |
1.37 |
| 6M High / 6M Low: |
2.33 |
0.72 |
| High (YTD): |
09/04/2024 |
2.33 |
| Low (YTD): |
17/01/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.58% |
| Volatility 6M: |
|
110.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
