DZ Bank Call 50 EVD 20.12.2024
/ DE000DJ2FWT4
DZ Bank Call 50 EVD 20.12.2024/ DE000DJ2FWT4 /
| 2024-05-27 12:35:24 PM |
Chg.+0.140 |
Bid2:35:36 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.490EUR |
+4.18% |
3.500
Bid Size: 75,000 |
-
Ask Size: - |
CTS EVENTIM KGAA |
50.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.28 |
| Parity: |
3.24 |
| Time value: |
0.32 |
| Break-even: |
85.60 |
| Moneyness: |
1.65 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.21 |
| Spread %: |
6.27% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
2.10 |
| Rho: |
0.22 |
Quote data
| Open: |
3.360 |
| High: |
3.550 |
| Low: |
3.360 |
| Previous Close: |
3.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.40% |
| 1 Month |
|
|
+7.72% |
| 3 Months |
|
|
+52.40% |
| YTD |
|
|
+112.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.570 |
3.180 |
| 1M High / 1M Low: |
3.570 |
3.130 |
| 6M High / 6M Low: |
3.590 |
1.310 |
| High (YTD): |
2024-04-08 |
3.590 |
| Low (YTD): |
2024-01-22 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.56% |
| Volatility 6M: |
|
72.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
