DZ Bank Call 57.5 0B2 20.09.2024
/ DE000DJ878Y6
DZ Bank Call 57.5 0B2 20.09.2024/ DE000DJ878Y6 /
| 2024-07-26 5:34:33 PM |
Chg.+0.080 |
Bid5:44:42 PM |
Ask5:44:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+8.25% |
1.020
Bid Size: 17,500 |
1.070
Ask Size: 17,500 |
BAWAG GROUP AG |
57.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ878Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.88 |
| Time value: |
0.12 |
| Break-even: |
67.50 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
6.38% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
5.62 |
| Rho: |
0.07 |
Quote data
| Open: |
1.040 |
| High: |
1.050 |
| Low: |
0.990 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.96% |
| 1 Month |
|
|
+183.78% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.970 |
| 1M High / 1M Low: |
1.140 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
