DZ Bank Call 50 EVD 20.12.2024
/ DE000DJ2FWT4
DZ Bank Call 50 EVD 20.12.2024/ DE000DJ2FWT4 /
| 5/16/2024 8:13:35 AM |
Chg.-0.02 |
Bid10:28:00 AM |
Ask10:28:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-0.64% |
3.14
Bid Size: 75,000 |
3.17
Ask Size: 75,000 |
CTS EVENTIM KGAA |
50.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2FWT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
3.01 |
| Time value: |
0.20 |
| Break-even: |
82.10 |
| Moneyness: |
1.60 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
2.88% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.34 |
| Rho: |
0.26 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-0.64% |
| 3 Months |
|
|
+43.12% |
| YTD |
|
|
+90.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.38 |
3.12 |
| 1M High / 1M Low: |
3.51 |
3.09 |
| 6M High / 6M Low: |
3.56 |
1.31 |
| High (YTD): |
4/8/2024 |
3.56 |
| Low (YTD): |
1/22/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
4.76 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.19% |
| Volatility 6M: |
|
68.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
