DZ Bank Call 20 BYW6 20.12.2024
/ DE000DQ2UZS9
DZ Bank Call 20 BYW6 20.12.2024/ DE000DQ2UZS9 /
| 2024-06-21 6:34:39 PM |
Chg.+0.070 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+5.11% |
1.440
Bid Size: 4,375 |
1.690
Ask Size: 4,375 |
BAYWA AG VINK.NA. O.... |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ2UZS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYWA AG VINK.NA. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.29 |
| Parity: |
0.85 |
| Time value: |
0.81 |
| Break-even: |
21.66 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
22.06% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
9.00 |
| Rho: |
0.07 |
Quote data
| Open: |
1.360 |
| High: |
1.490 |
| Low: |
1.360 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.20% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.230 |
| 1M High / 1M Low: |
1.750 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
