OverviewChartNewsTraderScreen

DZ Bank Call 45 0B2 20.06.2025/  DE000DJ4FNY9  /

Frankfurt Zert./DZB
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: 2.83
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.13
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 2.13
Time value: 0.21
Break-even: 68.40
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 4.00%
Delta: 0.93
Theta: -0.01
Omega: 2.65
Rho: 0.35
 

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  
+49.68%
3 Months  
+49.68%
YTD  
+251.52%
1 Year  
+251.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.450 2.270
1M High / 1M Low: 2.450 1.550
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:   2.364
Avg. volume 1W:   0.000
Avg. price 1M:   2.096
Avg. volume 1M:   0.000
Avg. price 6M:   1.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.996
Avg. volume 1Y:   0.000
Volatility 1M:   79.11%
Volatility 6M:   104.50%
Volatility 1Y:   105.72%
Volatility 3Y:   -