DZ Bank Call 52.5 0B2 20.12.2024
/ DE000DJ61YR6
DZ Bank Call 52.5 0B2 20.12.2024/ DE000DJ61YR6 /
| 7/17/2024 3:34:53 PM |
Chg.-0.050 |
Bid3:52:50 PM |
Ask3:52:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-3.18% |
1.530
Bid Size: 50,000 |
1.550
Ask Size: 50,000 |
BAWAG GROUP AG |
52.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
1.34 |
| Time value: |
0.29 |
| Break-even: |
68.80 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.82% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.35 |
| Rho: |
0.16 |
Quote data
| Open: |
1.550 |
| High: |
1.550 |
| Low: |
1.500 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
+85.37% |
| 3 Months |
|
|
+145.16% |
| YTD |
|
|
+484.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.340 |
| 1M High / 1M Low: |
1.570 |
0.820 |
| 6M High / 6M Low: |
1.570 |
0.120 |
| High (YTD): |
7/16/2024 |
1.570 |
| Low (YTD): |
1/17/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.715 |
| Avg. volume 6M: |
|
236.220 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.39% |
| Volatility 6M: |
|
181.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
