DZ Bank Call 40 0B2 20.12.2024
/ DE000DW0QK50
DZ Bank Call 40 0B2 20.12.2024/ DE000DW0QK50 /
| 2024-07-26 8:23:01 AM |
Chg.-0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-2.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
2.63 |
| Time value: |
0.10 |
| Break-even: |
67.30 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.09 |
| Spread %: |
3.41% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.33 |
| Rho: |
0.15 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.34% |
| 1 Month |
|
|
+34.34% |
| 3 Months |
|
|
+40.74% |
| YTD |
|
|
+189.13% |
| 1 Year |
|
|
+192.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.72 |
| 1M High / 1M Low: |
2.84 |
1.96 |
| 6M High / 6M Low: |
2.84 |
0.87 |
| High (YTD): |
2024-07-23 |
2.84 |
| Low (YTD): |
2024-01-17 |
0.67 |
| 52W High: |
2024-07-23 |
2.84 |
| 52W Low: |
2023-10-26 |
0.49 |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.30 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.12% |
| Volatility 6M: |
|
87.80% |
| Volatility 1Y: |
|
91.69% |
| Volatility 3Y: |
|
- |
