DZ Bank Call 52.5 0B2 20.09.2024
/ DE000DJ61YQ8
DZ Bank Call 52.5 0B2 20.09.2024/ DE000DJ61YQ8 /
| 2024-04-26 9:34:34 PM |
Chg.+0.040 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+5.48% |
0.750
Bid Size: 5,000 |
0.810
Ask Size: 5,000 |
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: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
0.31 |
| Break-even: |
60.60 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
5.17 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.800 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+24.19% |
| 3 Months |
|
|
+352.94% |
| YTD |
|
|
+327.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.660 |
| 1M High / 1M Low: |
0.800 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
0.800 |
| Low (YTD): |
2024-01-17 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
