DZ Bank Call 57.5 0B2 20.12.2024
/ DE000DJ878Z3
DZ Bank Call 57.5 0B2 20.12.2024/ DE000DJ878Z3 /
| 2024-10-04 9:34:50 PM |
Chg.+0.080 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+8.25% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
57.50 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
0.87 |
| Time value: |
0.24 |
| Break-even: |
68.60 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
5.71% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
4.67 |
| Rho: |
0.08 |
Quote data
| Open: |
0.930 |
| High: |
1.070 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.32% |
| 1 Month |
|
|
-26.57% |
| 3 Months |
|
|
+6.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.970 |
| 1M High / 1M Low: |
1.540 |
0.970 |
| 6M High / 6M Low: |
1.540 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.898 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.81% |
| Volatility 6M: |
|
150.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
