DZ Bank Call 57.5 0B2 20.09.2024
/ DE000DJ878Y6
DZ Bank Call 57.5 0B2 20.09.2024/ DE000DJ878Y6 /
| 2024-07-25 9:01:36 AM |
Chg.-0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-7.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
0.13 |
| Break-even: |
68.70 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
5.15 |
| Rho: |
0.07 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.94% |
| 1 Month |
|
|
+138.64% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.03 |
| 1M High / 1M Low: |
1.15 |
0.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
