DZ Bank Call 55 0B2 20.12.2024
/ DE000DJ4FNX1
DZ Bank Call 55 0B2 20.12.2024/ DE000DJ4FNX1 /
| 16/08/2024 08:12:30 |
Chg.+0.07 |
Bid14:43:26 |
Ask14:43:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+5.15% |
1.36
Bid Size: 50,000 |
1.38
Ask Size: 50,000 |
BAWAG GROUP AG |
55.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
1.25 |
| Time value: |
0.24 |
| Break-even: |
69.90 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
4.20% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.78 |
| Rho: |
0.14 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.26% |
| 1 Month |
|
|
+12.60% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+694.44% |
| 1 Year |
|
|
+652.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.18 |
| 1M High / 1M Low: |
1.57 |
1.00 |
| 6M High / 6M Low: |
1.57 |
0.17 |
| High (YTD): |
31/07/2024 |
1.57 |
| Low (YTD): |
17/01/2024 |
0.08 |
| 52W High: |
31/07/2024 |
1.57 |
| 52W Low: |
17/01/2024 |
0.08 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.47 |
| Avg. volume 1Y: |
|
6.64 |
| Volatility 1M: |
|
136.43% |
| Volatility 6M: |
|
157.58% |
| Volatility 1Y: |
|
178.54% |
| Volatility 3Y: |
|
- |
