DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
| 2024-06-27 8:10:12 AM |
Chg.-0.02 |
Bid10:22:15 AM |
Ask10:22:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-1.54% |
1.29
Bid Size: 50,000 |
1.31
Ask Size: 50,000 |
BAWAG GROUP AG |
47.50 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.10 |
| Time value: |
0.24 |
| Break-even: |
60.80 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.72% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.68 |
| Rho: |
0.17 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
-18.99% |
| 3 Months |
|
|
+19.63% |
| YTD |
|
|
+204.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.30 |
| 1M High / 1M Low: |
1.59 |
1.16 |
| 6M High / 6M Low: |
1.59 |
0.26 |
| High (YTD): |
2024-05-28 |
1.59 |
| Low (YTD): |
2024-01-17 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.45% |
| Volatility 6M: |
|
137.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
