DZ Bank Call 4 DEZ 20.12.2024
/ DE000DJ4YPQ1
DZ Bank Call 4 DEZ 20.12.2024/ DE000DJ4YPQ1 /
2024-05-17 11:35:14 AM |
Chg.-0.030 |
Bid11:40:38 AM |
Ask11:40:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.650EUR |
-1.79% |
1.640 Bid Size: 20,000 |
1.670 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: |
3.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.50 |
Historic volatility: |
0.33 |
Parity: |
1.49 |
Time value: |
0.28 |
Break-even: |
5.76 |
Moneyness: |
1.37 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.09 |
Spread %: |
5.39% |
Delta: |
0.86 |
Theta: |
0.00 |
Omega: |
2.67 |
Rho: |
0.02 |
Quote data
Open: |
1.670 |
High: |
1.690 |
Low: |
1.640 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.79% |
1 Month |
|
|
-12.23% |
3 Months |
|
|
-10.81% |
YTD |
|
|
+52.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
1.640 |
1M High / 1M Low: |
1.900 |
1.470 |
6M High / 6M Low: |
2.310 |
0.720 |
High (YTD): |
2024-04-09 |
2.310 |
Low (YTD): |
2024-01-17 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.515 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.56% |
Volatility 6M: |
|
117.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |