DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
| 2024-07-12 6:04:36 PM |
Chg.+0.040 |
Bid6:09:01 PM |
Ask6:09:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+2.05% |
1.990
Bid Size: 17,500 |
2.060
Ask Size: 17,500 |
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: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.86 |
| Time value: |
0.17 |
| Break-even: |
67.80 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
4.64% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.95 |
| Rho: |
0.18 |
Quote data
| Open: |
1.980 |
| High: |
2.010 |
| Low: |
1.970 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+44.20% |
| 3 Months |
|
|
+111.70% |
| YTD |
|
|
+342.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.740 |
| 1M High / 1M Low: |
1.950 |
1.150 |
| 6M High / 6M Low: |
1.950 |
0.260 |
| High (YTD): |
2024-07-11 |
1.950 |
| Low (YTD): |
2024-01-17 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.57% |
| Volatility 6M: |
|
148.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
