DZ Bank Call 52.5 0B2 20.09.2024
/ DE000DJ61YQ8
DZ Bank Call 52.5 0B2 20.09.2024/ DE000DJ61YQ8 /
| 2024-07-26 9:34:30 PM |
Chg.+0.050 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+3.57% |
1.460
Bid Size: 5,000 |
1.550
Ask Size: 5,000 |
BAWAG GROUP AG |
52.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ61YQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
1.41 |
| Time value: |
0.15 |
| Break-even: |
68.00 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
6.16% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
3.74 |
| Rho: |
0.06 |
Quote data
| Open: |
1.490 |
| High: |
1.500 |
| Low: |
1.440 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+85.90% |
| 3 Months |
|
|
+88.31% |
| YTD |
|
|
+705.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.400 |
| 1M High / 1M Low: |
1.580 |
0.780 |
| 6M High / 6M Low: |
1.580 |
0.110 |
| High (YTD): |
2024-07-22 |
1.580 |
| Low (YTD): |
2024-01-17 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
233.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
