DZ Bank Call 55 0B2 20.09.2024/  DE000DJ20RJ3  /

Frankfurt Zert./DZB
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: 5.08
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.16
Implied volatility: 0.55
Historic volatility: 0.24
Parity: 1.16
Time value: 0.16
Break-even: 68.10
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 4.80%
Delta: 0.85
Theta: -0.03
Omega: 4.30
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  
+105.00%
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 0.600
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:   1.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   692.913
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.26%
Volatility 6M:   287.34%
Volatility 1Y:   -
Volatility 3Y:   -