DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
30/08/2024 08:09:42 |
Chg.-0.01 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.18EUR |
-0.46% |
- Bid Size: - |
- Ask Size: - |
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: |
2.18 |
High: |
2.18 |
Low: |
2.18 |
Previous Close: |
2.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.91% |
1 Month |
|
|
+3.81% |
3 Months |
|
|
+51.39% |
YTD |
|
|
+419.05% |
1 Year |
|
|
+431.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.20 |
2.12 |
1M High / 1M Low: |
2.20 |
1.62 |
6M High / 6M Low: |
2.23 |
0.59 |
High (YTD): |
31/07/2024 |
2.23 |
Low (YTD): |
17/01/2024 |
0.26 |
52W High: |
31/07/2024 |
2.23 |
52W Low: |
27/10/2023 |
0.23 |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.94 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
89.82% |
Volatility 6M: |
|
103.06% |
Volatility 1Y: |
|
127.77% |
Volatility 3Y: |
|
- |