DZ Bank Call 25 BYW6 20.12.2024
/ DE000DJ2F077
DZ Bank Call 25 BYW6 20.12.2024/ DE000DJ2F077 /
| 2024-06-03 9:34:45 PM |
Chg.-0.110 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-9.17% |
-
Bid Size: - |
-
Ask Size: - |
BAYWA AG VINK.NA. O.... |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2F07 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYWA AG VINK.NA. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-2.40 |
| Time value: |
1.57 |
| Break-even: |
26.57 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.30 |
| Spread %: |
23.62% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
6.14 |
| Rho: |
0.04 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.080 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.84% |
| 1 Month |
|
|
-33.54% |
| 3 Months |
|
|
-74.59% |
| YTD |
|
|
-81.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.050 |
| 1M High / 1M Low: |
1.810 |
1.050 |
| 6M High / 6M Low: |
6.020 |
1.050 |
| High (YTD): |
2024-01-10 |
6.020 |
| Low (YTD): |
2024-05-29 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.447 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.82% |
| Volatility 6M: |
|
126.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
