DZ Bank Call 52.5 0B2 20.09.2024
/ DE000DJ61YQ8
DZ Bank Call 52.5 0B2 20.09.2024/ DE000DJ61YQ8 /
| 2024-06-06 2:34:46 PM |
Chg.-0.010 |
Bid2:48:43 PM |
Ask2:48:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.890
Bid Size: 50,000 |
0.910
Ask Size: 50,000 |
BAWAG GROUP AG |
52.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ61YQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.71 |
| Time value: |
0.26 |
| Break-even: |
62.10 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
6.67% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.76 |
| Rho: |
0.10 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.840 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
+20.27% |
| 3 Months |
|
|
+122.50% |
| YTD |
|
|
+394.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.790 |
| 1M High / 1M Low: |
1.040 |
0.740 |
| 6M High / 6M Low: |
1.040 |
0.080 |
| High (YTD): |
2024-05-28 |
1.040 |
| Low (YTD): |
2024-01-17 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.47% |
| Volatility 6M: |
|
247.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
