DZ Bank Call 25 BYW6 20.12.2024
/ DE000DJ2F077
DZ Bank Call 25 BYW6 20.12.2024/ DE000DJ2F077 /
| 5/28/2024 11:07:43 AM |
Chg.- |
Bid8:02:00 AM |
Ask8:02:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
- |
1.26
Bid Size: 3,125 |
1.53
Ask Size: 3,125 |
BAYWA AG VINK.NA. O.... |
25.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-2.20 |
| Time value: |
1.59 |
| Break-even: |
26.59 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.30 |
| Spread %: |
23.26% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
6.25 |
| Rho: |
0.05 |
Quote data
| Open: |
1.30 |
| High: |
1.37 |
| Low: |
1.30 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.72% |
| 1 Month |
|
|
-5.52% |
| 3 Months |
|
|
-68.79% |
| YTD |
|
|
-76.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.36 |
| 1M High / 1M Low: |
1.83 |
1.36 |
| 6M High / 6M Low: |
6.09 |
1.21 |
| High (YTD): |
1/10/2024 |
6.09 |
| Low (YTD): |
4/17/2024 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.15% |
| Volatility 6M: |
|
121.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
