DZ Bank Call 52.5 0B2 20.12.2024
/ DE000DJ61YR6
DZ Bank Call 52.5 0B2 20.12.2024/ DE000DJ61YR6 /
8/30/2024 9:14:57 AM |
Chg.-0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
-1.70% |
- Bid Size: - |
- Ask Size: - |
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: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
1.67 |
Time value: |
0.19 |
Break-even: |
71.00 |
Moneyness: |
1.32 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.09 |
Spread %: |
5.11% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
3.29 |
Rho: |
0.13 |
Quote data
Open: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
1.76 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.58% |
1 Month |
|
|
+4.85% |
3 Months |
|
|
+67.96% |
YTD |
|
|
+592.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.76 |
1.70 |
1M High / 1M Low: |
1.76 |
1.06 |
6M High / 6M Low: |
1.79 |
0.32 |
High (YTD): |
7/31/2024 |
1.79 |
Low (YTD): |
1/17/2024 |
0.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.86% |
Volatility 6M: |
|
128.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |