DZ Bank Call 62.5 0B2 20.12.2024
/ DE000DQ1SPD8
DZ Bank Call 62.5 0B2 20.12.2024/ DE000DQ1SPD8 /
17/07/2024 19:04:45 |
Chg.-0.070 |
Bid19:16:31 |
Ask19:16:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-8.64% |
0.730 Bid Size: 17,500 |
0.760 Ask Size: 17,500 |
BAWAG GROUP AG |
62.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DQ1SPD |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
20/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
0.34 |
Time value: |
0.50 |
Break-even: |
70.90 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
3.70% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
5.16 |
Rho: |
0.15 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.740 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.35% |
1 Month |
|
|
+184.62% |
3 Months |
|
|
+311.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.620 |
1M High / 1M Low: |
0.810 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |