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DZ Bank Call 47.5 0B2 20.12.2024/  DE000DJ4FNW3  /

Frankfurt Zert./DZB
9/13/2024  9:34:58 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
2.300EUR -1.29% 2.300
Bid Size: 5,000		 2.390
Ask Size: 5,000		 BAWAG GROUP AG 47.50 EUR 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 EUR
Maturity: 12/20/2024
Issue date: 7/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.20
Implied volatility: 0.70
Historic volatility: 0.25
Parity: 2.20
Time value: 0.19
Break-even: 71.40
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 3.91%
Delta: 0.90
Theta: -0.03
Omega: 2.61
Rho: 0.10
 

Quote data

Open: 2.330
High: 2.340
Low: 2.260
Previous Close: 2.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.68%
1 Month  
+15.58%
3 Months  
+100.00%
YTD  
+411.11%
1 Year  
+505.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.190
1M High / 1M Low: 2.330 1.990
6M High / 6M Low: 2.330 0.830
High (YTD): 9/12/2024 2.330
Low (YTD): 1/17/2024 0.260
52W High: 9/12/2024 2.330
52W Low: 10/27/2023 0.220
Avg. price 1W:   2.260
Avg. volume 1W:   0.000
Avg. price 1M:   2.170
Avg. volume 1M:   0.000
Avg. price 6M:   1.567
Avg. volume 6M:   0.000
Avg. price 1Y:   1.010
Avg. volume 1Y:   0.000
Volatility 1M:   61.38%
Volatility 6M:   90.81%
Volatility 1Y:   132.00%
Volatility 3Y:   -