DZ Bank Call 47.5 0B2 20.06.2025
/ DE000DJ4FNZ6
DZ Bank Call 47.5 0B2 20.06.2025/ DE000DJ4FNZ6 /
| 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 |
| 2.07EUR |
-2.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.88 |
| Time value: |
0.23 |
| Break-even: |
68.60 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
2.93% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.36 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.49% |
| 1 Month |
|
|
+48.92% |
| 3 Months |
|
|
+54.48% |
| YTD |
|
|
+314.00% |
| 1 Year |
|
|
+263.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
2.06 |
| 1M High / 1M Low: |
2.26 |
1.37 |
| 6M High / 6M Low: |
2.26 |
0.46 |
| High (YTD): |
2024-07-23 |
2.26 |
| Low (YTD): |
2024-01-17 |
0.32 |
| 52W High: |
2024-07-23 |
2.26 |
| 52W Low: |
2023-10-26 |
0.30 |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.56% |
| Volatility 6M: |
|
113.50% |
| Volatility 1Y: |
|
113.02% |
| Volatility 3Y: |
|
- |
