DZ Bank Call 55 0B2 20.09.2024
/ DE000DJ20RJ3
DZ Bank Call 55 0B2 20.09.2024/ DE000DJ20RJ3 /
2024-04-26 9:34:51 PM |
Chg.+0.040 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+7.14% |
0.580 Bid Size: 5,000 |
0.610 Ask Size: 5,000 |
BAWAG GROUP AG |
55.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20RJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
0.25 |
Time value: |
0.36 |
Break-even: |
61.10 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
6.21 |
Rho: |
0.13 |
Quote data
Open: |
0.580 |
High: |
0.630 |
Low: |
0.550 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.45% |
1 Month |
|
|
+36.36% |
3 Months |
|
|
+500.00% |
YTD |
|
|
+400.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.490 |
1M High / 1M Low: |
0.630 |
0.330 |
6M High / 6M Low: |
0.630 |
0.041 |
High (YTD): |
2024-04-24 |
0.630 |
Low (YTD): |
2024-01-17 |
0.041 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.199 |
Avg. volume 6M: |
|
698.413 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.79% |
Volatility 6M: |
|
317.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |