DZ Bank Call 52.5 0B2 20.12.2024
/ DE000DJ61YR6
DZ Bank Call 52.5 0B2 20.12.2024/ DE000DJ61YR6 /
| 09/08/2024 09:00:16 |
Chg.+0.10 |
Bid20:11:30 |
Ask20:11:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+7.63% |
1.46
Bid Size: 12,500 |
1.51
Ask Size: 12,500 |
BAWAG GROUP AG |
52.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ61YR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
1.19 |
| Time value: |
0.31 |
| Break-even: |
67.50 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
4.17% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.13 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+51.61% |
| YTD |
|
|
+464.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.06 |
| 1M High / 1M Low: |
1.79 |
1.06 |
| 6M High / 6M Low: |
1.79 |
0.24 |
| High (YTD): |
31/07/2024 |
1.79 |
| Low (YTD): |
17/01/2024 |
0.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.00% |
| Volatility 6M: |
|
141.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
