DZ Bank Call 52.5 0B2 20.12.2024
/ DE000DJ61YR6
DZ Bank Call 52.5 0B2 20.12.2024/ DE000DJ61YR6 /
| 2024-06-28 9:34:41 PM |
Chg.0.000 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
0.00% |
0.920
Bid Size: 5,000 |
0.980
Ask Size: 5,000 |
BAWAG GROUP AG |
52.50 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.66 |
| Time value: |
0.32 |
| Break-even: |
62.30 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.56 |
| Rho: |
0.17 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.880 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.41% |
| 1 Month |
|
|
-9.90% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.850 |
| 1M High / 1M Low: |
1.100 |
0.770 |
| 6M High / 6M Low: |
1.160 |
0.120 |
| High (YTD): |
2024-05-28 |
1.160 |
| Low (YTD): |
2024-01-17 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.607 |
| Avg. volume 6M: |
|
476.190 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.01% |
| Volatility 6M: |
|
186.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
