DZ Bank Call 50 0B2 20.06.2025
/ DE000DJ4FN04
DZ Bank Call 50 0B2 20.06.2025/ DE000DJ4FN04 /
| 10/18/2024 8:09:51 AM |
Chg.+0.01 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+0.48% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
50.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/26/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.12 |
| Time value: |
0.17 |
| Break-even: |
72.80 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
4.11% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
0.29 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+13.59% |
| YTD |
|
|
+422.50% |
| 1 Year |
|
|
+574.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
2.00 |
| 1M High / 1M Low: |
2.31 |
1.71 |
| 6M High / 6M Low: |
2.31 |
0.94 |
| High (YTD): |
9/23/2024 |
2.31 |
| Low (YTD): |
1/17/2024 |
0.24 |
| 52W High: |
9/23/2024 |
2.31 |
| 52W Low: |
1/17/2024 |
0.24 |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.09 |
| Avg. volume 1Y: |
|
47.06 |
| Volatility 1M: |
|
70.05% |
| Volatility 6M: |
|
91.57% |
| Volatility 1Y: |
|
117.20% |
| Volatility 3Y: |
|
- |
