DZ Bank Call 47.5 0B2 19.12.2025
/ DE000DJ8EFH4
DZ Bank Call 47.5 0B2 19.12.2025/ DE000DJ8EFH4 /
| 7/26/2024 6:35:12 PM |
Chg.+0.060 |
Bid6:37:34 PM |
Ask6:37:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
+2.82% |
2.190
Bid Size: 17,500 |
2.240
Ask Size: 17,500 |
BAWAG GROUP AG |
47.50 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ8EFH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
1.88 |
| Time value: |
0.28 |
| Break-even: |
69.10 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.90 |
| Rho: |
0.57 |
Quote data
| Open: |
2.200 |
| High: |
2.210 |
| Low: |
2.150 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.92% |
| 1 Month |
|
|
+54.23% |
| 3 Months |
|
|
+54.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.130 |
| 1M High / 1M Low: |
2.300 |
1.420 |
| 6M High / 6M Low: |
2.300 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.69% |
| Volatility 6M: |
|
103.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
