DZ Bank Call 50 0B2 19.12.2025/  DE000DJ8EFJ0  /

Frankfurt Zert./DZB
2024-06-14  9:35:00 PM Chg.-0.140 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
1.150EUR -10.85% 1.150
Bid Size: 5,000
1.180
Ask Size: 5,000
BAWAG GROUP AG 50.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EFJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.83
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.70
Implied volatility: 0.23
Historic volatility: 0.24
Parity: 0.70
Time value: 0.48
Break-even: 61.80
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 2.61%
Delta: 0.79
Theta: -0.01
Omega: 3.82
Rho: 0.50
 

Quote data

Open: 1.290
High: 1.290
Low: 1.110
Previous Close: 1.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.44%
1 Month
  -7.26%
3 Months  
+40.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.150
1M High / 1M Low: 1.530 1.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.276
Avg. volume 1W:   0.000
Avg. price 1M:   1.376
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -