DZ Bank Call 52.5 0B2 20.12.2024
/ DE000DJ61YR6
DZ Bank Call 52.5 0B2 20.12.2024/ DE000DJ61YR6 /
| 04/10/2024 12:43:40 |
Chg.-0.09 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-6.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
1.37 |
| Time value: |
0.20 |
| Break-even: |
68.20 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
6.08% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.57 |
| Rho: |
0.08 |
Quote data
| Open: |
1.38 |
| High: |
1.39 |
| Low: |
1.38 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.02% |
| 1 Month |
|
|
-24.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+456.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.39 |
| 1M High / 1M Low: |
1.99 |
1.39 |
| 6M High / 6M Low: |
1.99 |
0.57 |
| High (YTD): |
23/09/2024 |
1.99 |
| Low (YTD): |
17/01/2024 |
0.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.30% |
| Volatility 6M: |
|
115.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
