DZ Bank Call 47.5 SAX 20.12.2024
/ DE000DJ4H3L9
DZ Bank Call 47.5 SAX 20.12.2024/ DE000DJ4H3L9 /
| 2024-06-04 9:35:04 AM |
Chg.+0.130 |
Bid10:02:30 AM |
Ask10:02:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+7.26% |
1.950
Bid Size: 50,000 |
1.980
Ask Size: 50,000 |
STROEER SE + CO. KGA... |
47.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4H3L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
1.80 |
| Time value: |
0.08 |
| Break-even: |
66.30 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
5.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.890 |
| High: |
1.940 |
| Low: |
1.890 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
+95.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.730 |
| 1M High / 1M Low: |
1.990 |
1.430 |
| 6M High / 6M Low: |
1.990 |
0.760 |
| High (YTD): |
2024-05-20 |
1.990 |
| Low (YTD): |
2024-03-01 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.32% |
| Volatility 6M: |
|
81.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
