DZ Bank Call 55 0B2 20.12.2024
/ DE000DJ4FNX1
DZ Bank Call 55 0B2 20.12.2024/ DE000DJ4FNX1 /
| 7/17/2024 4:04:49 PM |
Chg.-0.040 |
Bid4:09:18 PM |
Ask4:09:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
-2.94% |
1.330
Bid Size: 50,000 |
1.350
Ask Size: 50,000 |
BAWAG GROUP AG |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4FNX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.09 |
| Time value: |
0.33 |
| Break-even: |
69.20 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
4.41% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.70 |
| Rho: |
0.16 |
Quote data
| Open: |
1.330 |
| High: |
1.340 |
| Low: |
1.290 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+103.08% |
| 3 Months |
|
|
+180.85% |
| YTD |
|
|
+560.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.140 |
| 1M High / 1M Low: |
1.360 |
0.650 |
| 6M High / 6M Low: |
1.360 |
0.080 |
| High (YTD): |
7/16/2024 |
1.360 |
| Low (YTD): |
1/17/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.25% |
| Volatility 6M: |
|
209.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
