DZ Bank Call 45 0B2 20.06.2025
/ DE000DJ4FNY9
DZ Bank Call 45 0B2 20.06.2025/ DE000DJ4FNY9 /
2024-07-26 9:34:41 PM |
Chg.+0.050 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.320EUR |
+2.20% |
2.330 Bid Size: 5,000 |
2.420 Ask Size: 5,000 |
BAWAG GROUP AG |
45.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ4FNY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-26 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.31 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
2.16 |
Time value: |
0.27 |
Break-even: |
69.20 |
Moneyness: |
1.48 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.09 |
Spread %: |
3.86% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.50 |
Rho: |
0.33 |
Quote data
Open: |
2.260 |
High: |
2.370 |
Low: |
2.260 |
Previous Close: |
2.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.43% |
1 Month |
|
|
+45.00% |
3 Months |
|
|
+49.68% |
YTD |
|
|
+251.52% |
1 Year |
|
|
+300.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.270 |
1M High / 1M Low: |
2.450 |
1.600 |
6M High / 6M Low: |
2.450 |
0.580 |
High (YTD): |
2024-07-22 |
2.450 |
Low (YTD): |
2024-01-17 |
0.430 |
52W High: |
2024-07-22 |
2.450 |
52W Low: |
2023-10-26 |
0.350 |
Avg. price 1W: |
|
2.366 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.437 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.002 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
78.98% |
Volatility 6M: |
|
104.05% |
Volatility 1Y: |
|
104.97% |
Volatility 3Y: |
|
- |