DZ Bank Call 52.5 0B2 19.12.2025
/ DE000DJ86A03
DZ Bank Call 52.5 0B2 19.12.2025/ DE000DJ86A03 /
| 08/08/2024 21:34:57 |
Chg.+0.100 |
Bid21:45:17 |
Ask21:45:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+5.95% |
1.740
Bid Size: 12,500 |
1.800
Ask Size: 12,500 |
BAWAG GROUP AG |
52.50 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ86A0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
05/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.21 |
| Time value: |
0.53 |
| Break-even: |
69.90 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.57% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.48 |
Quote data
| Open: |
1.670 |
| High: |
1.830 |
| Low: |
1.610 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.11% |
| 1 Month |
|
|
+9.88% |
| 3 Months |
|
|
+56.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.510 |
| 1M High / 1M Low: |
1.940 |
1.500 |
| 6M High / 6M Low: |
1.940 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.90% |
| Volatility 6M: |
|
103.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
