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DZ Bank Call 47.5 0B2 20.06.2025/  DE000DJ4FNZ6  /

Frankfurt Zert./DZB
7/26/2024  9:34:40 PM Chg.+0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
2.120EUR +1.92% 2.130
Bid Size: 5,000		 2.190
Ask Size: 5,000		 BAWAG GROUP AG 47.50 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/26/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.91
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 1.91
Time value: 0.29
Break-even: 69.40
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 2.82%
Delta: 0.89
Theta: -0.01
Omega: 2.72
Rho: 0.34
 

Quote data

Open: 2.060
High: 2.160
Low: 2.060
Previous Close: 2.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+51.43%
3 Months  
+55.88%
YTD  
+300.00%
1 Year  
+332.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 2.080
1M High / 1M Low: 2.230 1.400
6M High / 6M Low: 2.230 0.440
High (YTD): 7/22/2024 2.230
Low (YTD): 1/17/2024 0.330
52W High: 7/22/2024 2.230
52W Low: 10/26/2023 0.290
Avg. price 1W:   2.160
Avg. volume 1W:   0.000
Avg. price 1M:   1.923
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   0.857
Avg. volume 1Y:   0.000
Volatility 1M:   75.96%
Volatility 6M:   118.11%
Volatility 1Y:   114.83%
Volatility 3Y:   -