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DZ Bank Call 50 0B2 20.12.2024/  DE000DW0QK68  /

Frankfurt Zert./DZB
13/09/2024  21:34:31 Chg.-0.030 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
2.060EUR -1.44% 2.060
Bid Size: 5,000		 2.150
Ask Size: 5,000		 BAWAG GROUP AG 50.00 EUR 20/12/2024 Call
 

Master data

WKN: DW0QK6
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.98
Implied volatility: 0.65
Historic volatility: 0.25
Parity: 1.98
Time value: 0.21
Break-even: 71.80
Moneyness: 1.40
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 4.31%
Delta: 0.88
Theta: -0.03
Omega: 2.82
Rho: 0.11
 

Quote data

Open: 2.090
High: 2.100
Low: 2.020
Previous Close: 2.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.00%
1 Month  
+17.05%
3 Months  
+116.84%
YTD  
+505.88%
1 Year  
+586.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.960
1M High / 1M Low: 2.090 1.760
6M High / 6M Low: 2.090 0.670
High (YTD): 12/09/2024 2.090
Low (YTD): 17/01/2024 0.180
52W High: 12/09/2024 2.090
52W Low: 26/10/2023 0.160
Avg. price 1W:   2.022
Avg. volume 1W:   0.000
Avg. price 1M:   1.936
Avg. volume 1M:   0.000
Avg. price 6M:   1.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.849
Avg. volume 1Y:   0.000
Volatility 1M:   67.50%
Volatility 6M:   98.99%
Volatility 1Y:   144.15%
Volatility 3Y:   -