DZ Bank Call 40 0B2 20.12.2024
/ DE000DW0QK50
DZ Bank Call 40 0B2 20.12.2024/ DE000DW0QK50 /
2024-08-30 9:35:03 PM |
Chg.+0.040 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.930EUR |
+1.38% |
2.940 Bid Size: 5,000 |
3.030 Ask Size: 5,000 |
BAWAG GROUP AG |
40.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DW0QK5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.92 |
Implied volatility: |
0.71 |
Historic volatility: |
0.24 |
Parity: |
2.92 |
Time value: |
0.12 |
Break-even: |
70.30 |
Moneyness: |
1.73 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.09 |
Spread %: |
3.06% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.16 |
Rho: |
0.11 |
Quote data
Open: |
2.900 |
High: |
2.990 |
Low: |
2.900 |
Previous Close: |
2.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.34% |
1 Month |
|
|
+4.27% |
3 Months |
|
|
+33.79% |
YTD |
|
|
+211.70% |
1 Year |
|
|
+275.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.930 |
2.850 |
1M High / 1M Low: |
2.930 |
2.280 |
6M High / 6M Low: |
2.930 |
1.210 |
High (YTD): |
2024-08-30 |
2.930 |
Low (YTD): |
2024-01-17 |
0.670 |
52W High: |
2024-08-30 |
2.930 |
52W Low: |
2023-10-26 |
0.480 |
Avg. price 1W: |
|
2.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.706 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.128 |
Avg. volume 6M: |
|
11.403 |
Avg. price 1Y: |
|
1.497 |
Avg. volume 1Y: |
|
9.262 |
Volatility 1M: |
|
66.65% |
Volatility 6M: |
|
70.10% |
Volatility 1Y: |
|
90.16% |
Volatility 3Y: |
|
- |