DZ Bank Call 40 0B2 20.12.2024
/ DE000DW0QK50
DZ Bank Call 40 0B2 20.12.2024/ DE000DW0QK50 /
| 2024-06-10 11:35:26 AM |
Chg.-0.070 |
Bid12:06:00 PM |
Ask12:06:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
-3.38% |
2.010
Bid Size: 50,000 |
2.040
Ask Size: 50,000 |
BAWAG GROUP AG |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DW0QK5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
2.00 |
| Time value: |
0.15 |
| Break-even: |
61.50 |
| Moneyness: |
1.50 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
4.37% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.59 |
| Rho: |
0.18 |
Quote data
| Open: |
2.040 |
| High: |
2.060 |
| Low: |
2.000 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
+2.56% |
| 3 Months |
|
|
+43.88% |
| YTD |
|
|
+112.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.990 |
| 1M High / 1M Low: |
2.260 |
1.930 |
| 6M High / 6M Low: |
2.260 |
0.670 |
| High (YTD): |
2024-05-28 |
2.260 |
| Low (YTD): |
2024-01-17 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
19.121 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.04% |
| Volatility 6M: |
|
95.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
