DZ Bank Call 55 0B2 20.09.2024
/ DE000DJ20RJ3
DZ Bank Call 55 0B2 20.09.2024/ DE000DJ20RJ3 /
| 7/25/2024 9:08:56 AM |
Chg.-0.10 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-7.58% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
1.25 |
| Time value: |
0.10 |
| Break-even: |
68.40 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.69% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
0.07 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+103.33% |
| 3 Months |
|
|
+87.69% |
| YTD |
|
|
+1009.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.18 |
| 1M High / 1M Low: |
1.36 |
0.53 |
| 6M High / 6M Low: |
1.36 |
0.07 |
| High (YTD): |
7/23/2024 |
1.36 |
| Low (YTD): |
1/17/2024 |
0.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.39% |
| Volatility 6M: |
|
256.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
