DZ Bank Call 55 0B2 21.06.2024
/ DE000DJ4FNU7
DZ Bank Call 55 0B2 21.06.2024/ DE000DJ4FNU7 /
| 2024-05-20 8:09:17 AM |
Chg.+0.080 |
Bid10:54:33 AM |
Ask10:54:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+19.05% |
0.530
Bid Size: 50,000 |
0.550
Ask Size: 50,000 |
BAWAG GROUP AG |
55.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4FNU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.52 |
| Time value: |
0.05 |
| Break-even: |
60.60 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
9.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+92.31% |
| 3 Months |
|
|
+719.67% |
| YTD |
|
|
+747.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.510 |
0.250 |
| 6M High / 6M Low: |
0.510 |
0.008 |
| High (YTD): |
2024-05-10 |
0.510 |
| Low (YTD): |
2024-01-17 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.96% |
| Volatility 6M: |
|
508.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
