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DZ Bank Call 55 0B2 20.06.2025/  DE000DJ4FN12  /

Frankfurt Zert./DZB
2024-07-26  9:35:06 PM Chg.+0.050 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
1.520EUR +3.40% 1.530
Bid Size: 5,000		 1.590
Ask Size: 5,000		 BAWAG GROUP AG 55.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4FN1
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.16
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 1.16
Time value: 0.44
Break-even: 70.90
Moneyness: 1.21
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 3.92%
Delta: 0.81
Theta: -0.01
Omega: 3.38
Rho: 0.34
 

Quote data

Open: 1.460
High: 1.560
Low: 1.460
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.66%
1 Month  
+76.74%
3 Months  
+83.13%
YTD  
+442.86%
1 Year  
+424.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.470
1M High / 1M Low: 1.640 0.860
6M High / 6M Low: 1.640 0.190
High (YTD): 2024-07-22 1.640
Low (YTD): 2024-01-17 0.130
52W High: 2024-07-22 1.640
52W Low: 2024-01-17 0.130
Avg. price 1W:   1.560
Avg. volume 1W:   0.000
Avg. price 1M:   1.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.766
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   112.99%
Volatility 6M:   159.86%
Volatility 1Y:   148.03%
Volatility 3Y:   -