DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
| 16/08/2024 08:12:30 |
Chg.+0.08 |
Bid16:19:11 |
Ask16:19:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+3.98% |
2.07
Bid Size: 50,000 |
2.10
Ask Size: 50,000 |
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: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
2.00 |
| Time value: |
0.18 |
| Break-even: |
69.30 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
4.31% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
0.13 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.37% |
| 1 Month |
|
|
+8.85% |
| 3 Months |
|
|
+54.81% |
| YTD |
|
|
+397.62% |
| 1 Year |
|
|
+435.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.81 |
| 1M High / 1M Low: |
2.23 |
1.62 |
| 6M High / 6M Low: |
2.23 |
0.47 |
| 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: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
98.31% |
| Volatility 6M: |
|
108.03% |
| Volatility 1Y: |
|
128.94% |
| Volatility 3Y: |
|
- |
