DZ Bank Call 52.5 0B2 20.06.2025
/ DE000DJ86AZ6
DZ Bank Call 52.5 0B2 20.06.2025/ DE000DJ86AZ6 /
| 2024-11-08 9:34:44 PM |
Chg.-0.080 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-3.59% |
2.160
Bid Size: 5,000 |
2.250
Ask Size: 5,000 |
BAWAG GROUP AG |
52.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ86AZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
2.09 |
| Time value: |
0.24 |
| Break-even: |
75.70 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.04% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.26 |
Quote data
| Open: |
2.170 |
| High: |
2.210 |
| Low: |
2.130 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.59% |
| 1 Month |
|
|
+27.98% |
| 3 Months |
|
|
+34.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.980 |
| 1M High / 1M Low: |
2.230 |
1.680 |
| 6M High / 6M Low: |
2.230 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.09% |
| Volatility 6M: |
|
92.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
