DZ Bank Call 50 0B2 19.12.2025/  DE000DJ8EFJ0  /

EUWAX
2024-07-25  9:08:23 AM Chg.-0.09 Bid7:22:05 PM Ask7:22:05 PM Underlying Strike price Expiration date Option type
1.97EUR -4.37% 1.97
Bid Size: 17,500
2.02
Ask Size: 17,500
BAWAG GROUP AG 50.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EFJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.75
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 1.75
Time value: 0.34
Break-even: 70.80
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 2.97%
Delta: 0.91
Theta: -0.01
Omega: 2.96
Rho: 0.57
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 2.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month  
+51.54%
3 Months  
+48.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.92
1M High / 1M Low: 2.10 1.23
6M High / 6M Low: 2.10 0.48
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.62%
Volatility 6M:   101.51%
Volatility 1Y:   -
Volatility 3Y:   -