DZ Bank Call 52.5 0B2 19.12.2025
/ DE000DJ86A03
DZ Bank Call 52.5 0B2 19.12.2025/ DE000DJ86A03 /
| 7/12/2024 9:04:27 AM |
Chg.+0.030 |
Bid9:23:28 AM |
Ask9:23:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+1.78% |
1.730
Bid Size: 50,000 |
1.750
Ask Size: 50,000 |
BAWAG GROUP AG |
52.50 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
1.15 |
| Time value: |
0.43 |
| Break-even: |
68.30 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
3.95% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.55 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.720 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
+45.76% |
| 3 Months |
|
|
+115.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.500 |
| 1M High / 1M Low: |
1.690 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
