DZ Bank Call 57.5 0B2 20.12.2024/  DE000DJ878Z3  /

Frankfurt Zert./DZB
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:   -