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: |
|
- |
