DZ Bank Call 65 0B2 20.12.2024
/ DE000DJ65LW4
DZ Bank Call 65 0B2 20.12.2024/ DE000DJ65LW4 /
| 2024-11-05 1:08:48 PM |
Chg.+0.020 |
Bid9:58:05 PM |
Ask2024-11-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
65.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ65LW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-11-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
0.13 |
| Break-even: |
73.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
6.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
+62.00% |
| 3 Months |
|
|
+62.00% |
| YTD |
|
|
+951.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.710 |
| 1M High / 1M Low: |
0.810 |
0.500 |
| 6M High / 6M Low: |
0.910 |
0.150 |
| High (YTD): |
2024-09-20 |
0.910 |
| Low (YTD): |
2024-01-17 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.767 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.04% |
| Volatility 6M: |
|
211.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
