DZ Bank Call 50 0B2 20.12.2024
/ DE000DW0QK68
DZ Bank Call 50 0B2 20.12.2024/ DE000DW0QK68 /
| 7/12/2024 9:34:56 PM |
Chg.+0.020 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+1.16% |
1.740
Bid Size: 12,500 |
1.830
Ask Size: 12,500 |
BAWAG GROUP AG |
50.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
0.20 |
| Break-even: |
68.10 |
| Moneyness: |
1.32 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
5.23% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.18 |
Quote data
| Open: |
1.750 |
| High: |
1.780 |
| Low: |
1.740 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+125.97% |
| YTD |
|
|
+411.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.540 |
| 1M High / 1M Low: |
1.720 |
0.950 |
| 6M High / 6M Low: |
1.720 |
0.180 |
| High (YTD): |
7/11/2024 |
1.720 |
| Low (YTD): |
1/17/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.78% |
| Volatility 6M: |
|
163.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
