DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
| 9/17/2024 12:34:51 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
+1.29% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
47.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4FNW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.25 |
| Parity: |
1.87 |
| Time value: |
0.55 |
| Break-even: |
71.70 |
| Moneyness: |
1.39 |
| Premium: |
0.08 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.16 |
| Spread %: |
7.08% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
2.22 |
| Rho: |
0.06 |
Quote data
| Open: |
2.340 |
| High: |
2.390 |
| Low: |
2.340 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.36% |
| 3 Months |
|
|
+28.96% |
| YTD |
|
|
+424.44% |
| 1 Year |
|
|
+413.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.360 |
2.190 |
| 6M High / 6M Low: |
2.360 |
0.900 |
| High (YTD): |
9/17/2024 |
2.360 |
| Low (YTD): |
1/17/2024 |
0.260 |
| 52W High: |
9/17/2024 |
2.360 |
| 52W Low: |
10/27/2023 |
0.220 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.649 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.063 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
47.69% |
| Volatility 6M: |
|
93.65% |
| Volatility 1Y: |
|
131.87% |
| Volatility 3Y: |
|
- |
