DZ Bank Call 57.5 0B2 20.12.2024
/ DE000DJ878Z3
DZ Bank Call 57.5 0B2 20.12.2024/ DE000DJ878Z3 /
30/08/2024 21:34:51 |
Chg.+0.040 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.320EUR |
+3.13% |
1.330 Bid Size: 5,000 |
1.390 Ask Size: 5,000 |
BAWAG GROUP AG |
57.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ878Z |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
06/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
1.17 |
Time value: |
0.23 |
Break-even: |
71.40 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
4.51% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
4.13 |
Rho: |
0.13 |
Quote data
Open: |
1.300 |
High: |
1.370 |
Low: |
1.290 |
Previous Close: |
1.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.76% |
1 Month |
|
|
+15.79% |
3 Months |
|
|
+78.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.250 |
1M High / 1M Low: |
1.320 |
0.820 |
6M High / 6M Low: |
1.320 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.715 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.83% |
Volatility 6M: |
|
156.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |