DZ Bank Call 62.5 0B2 20.12.2024
/ DE000DQ1SPD8
DZ Bank Call 62.5 0B2 20.12.2024/ DE000DQ1SPD8 /
30/08/2024 09:05:12 |
Chg.-0.020 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-2.15% |
- Bid Size: - |
- Ask Size: - |
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: |
7.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
0.67 |
Time value: |
0.32 |
Break-even: |
72.30 |
Moneyness: |
1.11 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
6.52% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
5.23 |
Rho: |
0.13 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.11% |
1 Month |
|
|
+2.25% |
3 Months |
|
|
+127.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.900 |
1M High / 1M Low: |
0.930 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.778 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |