DZ Bank Call 50 0B2 20.09.2024
/ DE000DJ20RH7
DZ Bank Call 50 0B2 20.09.2024/ DE000DJ20RH7 /
| 2024-07-25 9:08:56 AM |
Chg.-0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-6.15% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
0.08 |
| Break-even: |
68.20 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
5.20% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.46 |
| Rho: |
0.07 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+66.34% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
+572.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.64 |
| 1M High / 1M Low: |
1.83 |
0.94 |
| 6M High / 6M Low: |
1.83 |
0.19 |
| High (YTD): |
2024-07-23 |
1.83 |
| Low (YTD): |
2024-01-17 |
0.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.14% |
| Volatility 6M: |
|
191.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
