DZ Bank Call 50 0B2 20.12.2024
/ DE000DW0QK68
DZ Bank Call 50 0B2 20.12.2024/ DE000DW0QK68 /
| 2024-07-26 8:23:01 AM |
Chg.-0.07 |
Bid5:54:09 PM |
Ask5:54:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-3.85% |
1.81
Bid Size: 17,500 |
1.88
Ask Size: 17,500 |
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: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.63 |
| Time value: |
0.17 |
| Break-even: |
68.00 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.45% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.17 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.91% |
| 1 Month |
|
|
+60.55% |
| 3 Months |
|
|
+65.09% |
| YTD |
|
|
+430.30% |
| 1 Year |
|
|
+326.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.81 |
| 1M High / 1M Low: |
1.91 |
1.08 |
| 6M High / 6M Low: |
1.91 |
0.26 |
| High (YTD): |
2024-07-23 |
1.91 |
| Low (YTD): |
2024-01-17 |
0.18 |
| 52W High: |
2024-07-23 |
1.91 |
| 52W Low: |
2023-10-26 |
0.17 |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.75% |
| Volatility 6M: |
|
152.54% |
| Volatility 1Y: |
|
144.27% |
| Volatility 3Y: |
|
- |
