DZ Bank Call 65 0B2 20.12.2024
/ DE000DJ65LW4
DZ Bank Call 65 0B2 20.12.2024/ DE000DJ65LW4 /
04/10/2024 12:36:02 |
Chg.-0.070 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
65.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
01/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
0.12 |
Time value: |
0.40 |
Break-even: |
70.20 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
7.55 |
Rho: |
0.07 |
Quote data
Open: |
0.400 |
High: |
0.420 |
Low: |
0.400 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.85% |
1 Month |
|
|
-41.67% |
3 Months |
|
|
-14.29% |
YTD |
|
|
+467.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.420 |
1M High / 1M Low: |
0.920 |
0.420 |
6M High / 6M Low: |
0.920 |
0.110 |
High (YTD): |
23/09/2024 |
0.920 |
Low (YTD): |
17/01/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.460 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.67% |
Volatility 6M: |
|
223.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |