DZ Bank Call 50 AZ2 20.12.2024
/ DE000DW0QJ79
DZ Bank Call 50 AZ2 20.12.2024/ DE000DW0QJ79 /
| 2024-09-23 8:18:10 AM |
Chg.-0.03 |
Bid4:24:50 PM |
Ask4:24:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-2.17% |
1.35
Bid Size: 50,000 |
1.38
Ask Size: 50,000 |
ANDRITZ AG |
50.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DW0QJ7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.30 |
| Time value: |
0.12 |
| Break-even: |
64.20 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
6.77% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.95 |
| Rho: |
0.10 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.47% |
| 1 Month |
|
|
+37.76% |
| 3 Months |
|
|
+29.81% |
| YTD |
|
|
+48.35% |
| 1 Year |
|
|
+170.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.13 |
| 1M High / 1M Low: |
1.38 |
0.92 |
| 6M High / 6M Low: |
1.38 |
0.54 |
| High (YTD): |
2024-09-20 |
1.38 |
| Low (YTD): |
2024-05-02 |
0.54 |
| 52W High: |
2024-09-20 |
1.38 |
| 52W Low: |
2023-10-27 |
0.19 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
9.45 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
14.17 |
| Volatility 1M: |
|
74.94% |
| Volatility 6M: |
|
122.99% |
| Volatility 1Y: |
|
138.30% |
| Volatility 3Y: |
|
- |
