DZ Bank Call 60 0B2 20.12.2024
/ DE000DW0QK76
DZ Bank Call 60 0B2 20.12.2024/ DE000DW0QK76 /
10/18/2024 9:34:30 PM |
Chg.+0.100 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
+9.09% |
1.190 Bid Size: 5,000 |
1.250 Ask Size: 5,000 |
BAWAG GROUP AG |
60.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DW0QK7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
1.12 |
Time value: |
0.14 |
Break-even: |
72.50 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
5.04% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
4.87 |
Rho: |
0.08 |
Quote data
Open: |
1.090 |
High: |
1.210 |
Low: |
1.090 |
Previous Close: |
1.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.21% |
1 Month |
|
|
-5.51% |
3 Months |
|
|
+18.81% |
YTD |
|
|
+823.08% |
1 Year |
|
|
+990.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.020 |
1M High / 1M Low: |
1.330 |
0.760 |
6M High / 6M Low: |
1.330 |
0.300 |
High (YTD): |
9/20/2024 |
1.330 |
Low (YTD): |
1/17/2024 |
0.029 |
52W High: |
9/20/2024 |
1.330 |
52W Low: |
1/17/2024 |
0.029 |
Avg. price 1W: |
|
1.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.467 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
116.31% |
Volatility 6M: |
|
158.83% |
Volatility 1Y: |
|
233.91% |
Volatility 3Y: |
|
- |