DZ Bank Call 50 0B2 20.06.2025
/ DE000DJ4FN04
DZ Bank Call 50 0B2 20.06.2025/ DE000DJ4FN04 /
30/08/2024 21:34:57 |
Chg.+0.040 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
+1.99% |
2.060 Bid Size: 5,000 |
2.150 Ask Size: 5,000 |
BAWAG GROUP AG |
50.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ4FN0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
26/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
1.92 |
Time value: |
0.24 |
Break-even: |
71.50 |
Moneyness: |
1.38 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.09 |
Spread %: |
4.37% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.93 |
Rho: |
0.33 |
Quote data
Open: |
2.030 |
High: |
2.100 |
Low: |
2.030 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.49% |
1 Month |
|
|
+4.59% |
3 Months |
|
|
+49.64% |
YTD |
|
|
+388.10% |
1 Year |
|
|
+425.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.050 |
1.990 |
1M High / 1M Low: |
2.050 |
1.490 |
6M High / 6M Low: |
2.050 |
0.520 |
High (YTD): |
30/08/2024 |
2.050 |
Low (YTD): |
17/01/2024 |
0.240 |
52W High: |
30/08/2024 |
2.050 |
52W Low: |
26/10/2023 |
0.230 |
Avg. price 1W: |
|
2.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.321 |
Avg. volume 6M: |
|
27.132 |
Avg. price 1Y: |
|
0.862 |
Avg. volume 1Y: |
|
41.016 |
Volatility 1M: |
|
85.37% |
Volatility 6M: |
|
98.58% |
Volatility 1Y: |
|
123.39% |
Volatility 3Y: |
|
- |