DZ Bank Call 65 0B2 20.12.2024
/ DE000DJ65LW4
DZ Bank Call 65 0B2 20.12.2024/ DE000DJ65LW4 /
2024-07-12 9:03:45 AM |
Chg.+0.090 |
Bid5:35:26 PM |
Ask5:35:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+17.31% |
0.620 Bid Size: 17,500 |
0.650 Ask Size: 17,500 |
BAWAG GROUP AG |
65.00 EUR |
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 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
0.11 |
Time value: |
0.51 |
Break-even: |
71.20 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
0.60 |
Theta: |
-0.02 |
Omega: |
6.44 |
Rho: |
0.15 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.49% |
1 Month |
|
|
+190.48% |
3 Months |
|
|
+306.67% |
YTD |
|
|
+724.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.480 |
1M High / 1M Low: |
0.520 |
0.160 |
6M High / 6M Low: |
0.520 |
0.001 |
High (YTD): |
2024-07-11 |
0.520 |
Low (YTD): |
2024-01-17 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.176 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.35% |
Volatility 6M: |
|
1,441.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |