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DZ Bank Call 47.5 0B2 20.12.2024/  DE000DJ4FNW3  /

Frankfurt Zert./DZB
09/08/2024  21:35:09 Chg.-0.010 Bid21:59:02 Ask21:59:02 Underlying Strike price Expiration date Option type
1.900EUR -0.52% 1.900
Bid Size: 5,000		 1.990
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: 3.29
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.69
Implied volatility: 0.60
Historic volatility: 0.24
Parity: 1.69
Time value: 0.27
Break-even: 67.10
Moneyness: 1.36
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 4.81%
Delta: 0.85
Theta: -0.02
Omega: 2.81
Rho: 0.13
 

Quote data

Open: 1.810
High: 1.930
Low: 1.810
Previous Close: 1.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.47%
1 Month  
+7.95%
3 Months  
+45.04%
YTD  
+322.22%
1 Year  
+341.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.600
1M High / 1M Low: 2.190 1.600
6M High / 6M Low: 2.190 0.470
High (YTD): 30/07/2024 2.190
Low (YTD): 17/01/2024 0.260
52W High: 30/07/2024 2.190
52W Low: 27/10/2023 0.220
Avg. price 1W:   1.768
Avg. volume 1W:   0.000
Avg. price 1M:   1.948
Avg. volume 1M:   0.000
Avg. price 6M:   1.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.838
Avg. volume 1Y:   0.000
Volatility 1M:   96.03%
Volatility 6M:   105.67%
Volatility 1Y:   134.68%
Volatility 3Y:   -