DZ Bank Call 50 0B2 20.09.2024
/ DE000DJ20RH7
DZ Bank Call 50 0B2 20.09.2024/ DE000DJ20RH7 /
| 2024-07-26 9:34:35 PM |
Chg.+0.050 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+3.05% |
1.700
Bid Size: 5,000 |
1.790
Ask Size: 5,000 |
BAWAG GROUP AG |
50.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20RH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
0.07 |
| Break-even: |
67.00 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
5.59% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.64 |
| Rho: |
0.07 |
Quote data
| Open: |
1.730 |
| High: |
1.730 |
| Low: |
1.670 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
+79.79% |
| 3 Months |
|
|
+74.23% |
| YTD |
|
|
+550.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.640 |
| 1M High / 1M Low: |
1.820 |
0.940 |
| 6M High / 6M Low: |
1.820 |
0.180 |
| High (YTD): |
2024-07-22 |
1.820 |
| Low (YTD): |
2024-01-17 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.883 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.40% |
| Volatility 6M: |
|
199.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
