DZ Bank Call 47.5 0B2 20.12.2024
/ DE000DJ4FNW3
DZ Bank Call 47.5 0B2 20.12.2024/ DE000DJ4FNW3 /
| 28/06/2024 08:10:08 |
Chg.+0.05 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+3.91% |
-
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: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.23 |
| Break-even: |
61.40 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.17 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.62% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+17.70% |
| YTD |
|
|
+216.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.28 |
| 1M High / 1M Low: |
1.57 |
1.16 |
| 6M High / 6M Low: |
1.59 |
0.26 |
| High (YTD): |
28/05/2024 |
1.59 |
| Low (YTD): |
17/01/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.44% |
| Volatility 6M: |
|
138.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
