DZ Bank Call 45 0B2 19.12.2025
/ DE000DJ8EFG6
DZ Bank Call 45 0B2 19.12.2025/ DE000DJ8EFG6 /
2024-05-23 10:04:27 AM |
Chg.+0.030 |
Bid10:22:41 AM |
Ask10:22:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
+1.66% |
1.820 Bid Size: 50,000 |
1.840 Ask Size: 50,000 |
BAWAG GROUP AG |
45.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ8EFG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.21 |
Historic volatility: |
0.24 |
Parity: |
1.57 |
Time value: |
0.32 |
Break-even: |
63.80 |
Moneyness: |
1.35 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
3.30% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.00 |
Rho: |
0.59 |
Quote data
Open: |
1.820 |
High: |
1.840 |
Low: |
1.820 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+17.20% |
3 Months |
|
|
+138.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.610 |
1M High / 1M Low: |
1.810 |
1.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |