DZ Bank Call 40 0B2 20.12.2024
/ DE000DW0QK50
DZ Bank Call 40 0B2 20.12.2024/ DE000DW0QK50 /
| 7/12/2024 6:35:08 PM |
Chg.+0.040 |
Bid6:52:59 PM |
Ask6:52:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
+1.51% |
2.690
Bid Size: 17,500 |
2.760
Ask Size: 17,500 |
BAWAG GROUP AG |
40.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
2.61 |
| Time value: |
0.12 |
| Break-even: |
67.30 |
| Moneyness: |
1.65 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
3.41% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.30 |
| Rho: |
0.16 |
Quote data
| Open: |
2.680 |
| High: |
2.720 |
| Low: |
2.680 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.91% |
| 1 Month |
|
|
+31.86% |
| 3 Months |
|
|
+74.68% |
| YTD |
|
|
+186.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.440 |
| 1M High / 1M Low: |
2.650 |
1.810 |
| 6M High / 6M Low: |
2.650 |
0.670 |
| High (YTD): |
7/11/2024 |
2.650 |
| Low (YTD): |
1/17/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.660 |
| Avg. volume 6M: |
|
18.669 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.56% |
| Volatility 6M: |
|
94.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
