DZ Bank Call 50 0B2 20.12.2024
/ DE000DW0QK68
DZ Bank Call 50 0B2 20.12.2024/ DE000DW0QK68 /
2024-08-30 8:21:57 AM |
Chg.-0.01 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.95EUR |
-0.51% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
50.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.54 |
Historic volatility: |
0.24 |
Parity: |
1.92 |
Time value: |
0.17 |
Break-even: |
70.80 |
Moneyness: |
1.38 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
4.52% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
2.99 |
Rho: |
0.13 |
Quote data
Open: |
1.95 |
High: |
1.95 |
Low: |
1.95 |
Previous Close: |
1.96 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.51% |
1 Month |
|
|
-3.94% |
3 Months |
|
|
+58.54% |
YTD |
|
|
+490.91% |
1 Year |
|
|
+490.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.90 |
1M High / 1M Low: |
2.03 |
1.39 |
6M High / 6M Low: |
2.03 |
0.43 |
High (YTD): |
2024-07-31 |
2.03 |
Low (YTD): |
2024-01-17 |
0.18 |
52W High: |
2024-07-31 |
2.03 |
52W Low: |
2023-10-26 |
0.17 |
Avg. price 1W: |
|
1.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.78 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
106.56% |
Volatility 6M: |
|
114.31% |
Volatility 1Y: |
|
141.81% |
Volatility 3Y: |
|
- |