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DZ Bank Call 47.5 0B2 20.12.2024/  DE000DJ4FNW3  /

Frankfurt Zert./DZB
30/08/2024  21:34:57 Chg.+0.040 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
2.210EUR +1.84% 2.220
Bid Size: 5,000		 2.310
Ask Size: 5,000		 BAWAG GROUP AG 47.50 EUR 20/12/2024 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: 20/12/2024
Issue date: 26/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 2.17
Implied volatility: 0.57
Historic volatility: 0.24
Parity: 2.17
Time value: 0.15
Break-even: 70.60
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 4.05%
Delta: 0.92
Theta: -0.02
Omega: 2.75
Rho: 0.12
 

Quote data

Open: 2.180
High: 2.260
Low: 2.180
Previous Close: 2.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.45%
1 Month  
+11.06%
3 Months  
+45.39%
YTD  
+391.11%
1 Year  
+439.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 2.130
1M High / 1M Low: 2.210 1.600
6M High / 6M Low: 2.210 0.660
High (YTD): 30/08/2024 2.210
Low (YTD): 17/01/2024 0.260
52W High: 30/08/2024 2.210
52W Low: 27/10/2023 0.220
Avg. price 1W:   2.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.994
Avg. volume 1M:   0.000
Avg. price 6M:   1.457
Avg. volume 6M:   0.000
Avg. price 1Y:   0.940
Avg. volume 1Y:   0.000
Volatility 1M:   84.85%
Volatility 6M:   95.30%
Volatility 1Y:   133.11%
Volatility 3Y:   -