DZ Bank Call 42.5 0B2 20.06.2025
/ DE000DJ4YNP8
DZ Bank Call 42.5 0B2 20.06.2025/ DE000DJ4YNP8 /
| 2024-07-26 9:34:37 PM |
Chg.+0.040 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+1.60% |
2.560
Bid Size: 5,000 |
2.650
Ask Size: 5,000 |
BAWAG GROUP AG |
42.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4YNP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.38 |
| Time value: |
0.18 |
| Break-even: |
68.10 |
| Moneyness: |
1.56 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
3.64% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.47 |
| Rho: |
0.34 |
Quote data
| Open: |
2.480 |
| High: |
2.590 |
| Low: |
2.480 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.14% |
| 3 Months |
|
|
+44.32% |
| YTD |
|
|
+213.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.500 |
| 1M High / 1M Low: |
2.680 |
1.750 |
| 6M High / 6M Low: |
2.680 |
0.720 |
| High (YTD): |
2024-07-22 |
2.680 |
| Low (YTD): |
2024-01-17 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.99% |
| Volatility 6M: |
|
93.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
