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DZ Bank Call 47.5 0B2 20.12.2024/  DE000DJ4FNW3  /

Frankfurt Zert./DZB
2024-07-26  9:35:06 PM Chg.+0.050 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
2.020EUR +2.54% 2.030
Bid Size: 5,000		 2.120
Ask Size: 5,000		 BAWAG GROUP AG 47.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ4FNW
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.91
Implied volatility: 0.54
Historic volatility: 0.24
Parity: 1.91
Time value: 0.22
Break-even: 68.70
Moneyness: 1.40
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 4.43%
Delta: 0.89
Theta: -0.02
Omega: 2.78
Rho: 0.15
 

Quote data

Open: 1.960
High: 2.060
Low: 1.960
Previous Close: 1.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.50%
1 Month  
+51.88%
3 Months  
+59.06%
YTD  
+348.89%
1 Year  
+380.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.150 1.970
1M High / 1M Low: 2.150 1.330
6M High / 6M Low: 2.150 0.350
High (YTD): 2024-07-22 2.150
Low (YTD): 2024-01-17 0.260
52W High: 2024-07-22 2.150
52W Low: 2023-10-27 0.220
Avg. price 1W:   2.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.864
Avg. volume 1M:   0.000
Avg. price 6M:   1.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.783
Avg. volume 1Y:   0.000
Volatility 1M:   90.22%
Volatility 6M:   139.99%
Volatility 1Y:   136.59%
Volatility 3Y:   -