DZ Bank Call 45 0B2 19.12.2025
/ DE000DJ8EFG6
DZ Bank Call 45 0B2 19.12.2025/ DE000DJ8EFG6 /
2024-06-21 9:34:33 PM |
Chg.-0.090 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.640EUR |
-5.20% |
1.640 Bid Size: 5,000 |
1.700 Ask Size: 5,000 |
BAWAG GROUP AG |
45.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ8EFG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
1.38 |
Time value: |
0.33 |
Break-even: |
62.10 |
Moneyness: |
1.31 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
3.64% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
3.08 |
Rho: |
0.53 |
Quote data
Open: |
1.760 |
High: |
1.760 |
Low: |
1.580 |
Previous Close: |
1.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.33% |
1 Month |
|
|
-9.39% |
3 Months |
|
|
+24.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.740 |
1.580 |
1M High / 1M Low: |
1.930 |
1.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.670 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.750 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |