DZ Bank Call 47.5 0B2 20.06.2025
/ DE000DJ4FNZ6
DZ Bank Call 47.5 0B2 20.06.2025/ DE000DJ4FNZ6 /
| 2024-07-05 8:34:46 PM |
Chg.+0.030 |
Bid8:45:22 PM |
Ask8:45:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
+1.60% |
1.910
Bid Size: 12,500 |
1.990
Ask Size: 12,500 |
BAWAG GROUP AG |
47.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4FNZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.68 |
| Time value: |
0.30 |
| Break-even: |
67.20 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.79% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.36 |
Quote data
| Open: |
1.920 |
| High: |
1.940 |
| Low: |
1.870 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.43% |
| 1 Month |
|
|
+26.49% |
| 3 Months |
|
|
+63.25% |
| YTD |
|
|
+260.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.400 |
| 1M High / 1M Low: |
1.880 |
1.240 |
| 6M High / 6M Low: |
1.880 |
0.330 |
| High (YTD): |
2024-07-04 |
1.880 |
| Low (YTD): |
2024-01-17 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.41% |
| Volatility 6M: |
|
126.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
