DZ Bank Call 55 0B2 20.09.2024
/ DE000DJ20RJ3
DZ Bank Call 55 0B2 20.09.2024/ DE000DJ20RJ3 /
| 2024-07-26 9:34:59 PM |
Chg.+0.040 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+3.36% |
1.240
Bid Size: 5,000 |
1.300
Ask Size: 5,000 |
BAWAG GROUP AG |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20RJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.13 |
| Time value: |
0.09 |
| Break-even: |
67.20 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
5.17% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.86 |
| Rho: |
0.07 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.220 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+127.78% |
| 3 Months |
|
|
+105.00% |
| YTD |
|
|
+925.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.190 |
| 1M High / 1M Low: |
1.350 |
0.540 |
| 6M High / 6M Low: |
1.350 |
0.060 |
| High (YTD): |
2024-07-22 |
1.350 |
| Low (YTD): |
2024-01-17 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
692.913 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.20% |
| Volatility 6M: |
|
287.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
