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: |
|
- |
