DZ Bank Call 45 0B2 20.06.2025
/ DE000DJ4FNY9
DZ Bank Call 45 0B2 20.06.2025/ DE000DJ4FNY9 /
| 2024-07-26 8:09:47 AM |
Chg.-0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-2.58% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.44% |
| 1 Month |
|
|
+42.77% |
| 3 Months |
|
|
+47.40% |
| YTD |
|
|
+260.32% |
| 1 Year |
|
|
+243.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.26 |
| 1M High / 1M Low: |
2.48 |
1.57 |
| 6M High / 6M Low: |
2.48 |
0.59 |
| High (YTD): |
2024-07-23 |
2.48 |
| Low (YTD): |
2024-01-17 |
0.43 |
| 52W High: |
2024-07-23 |
2.48 |
| 52W Low: |
2023-10-26 |
0.37 |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.01% |
| Volatility 6M: |
|
100.87% |
| Volatility 1Y: |
|
102.62% |
| Volatility 3Y: |
|
- |
