DZ Bank Call 52.5 0B2 21.06.2024
/ DE000DJ4FNT9
DZ Bank Call 52.5 0B2 21.06.2024/ DE000DJ4FNT9 /
| 2024-05-24 8:09:53 AM |
Chg.0.000 |
Bid8:52:32 PM |
Ask8:52:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
0.930
Bid Size: 12,500 |
-
Ask Size: - |
BAWAG GROUP AG |
52.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4FNT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.90 |
| Time value: |
0.07 |
| Break-even: |
62.10 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
10.34% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
5.68 |
| Rho: |
0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.92% |
| 1 Month |
|
|
+49.12% |
| 3 Months |
|
|
+466.67% |
| YTD |
|
|
+672.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.630 |
| 1M High / 1M Low: |
0.850 |
0.420 |
| 6M High / 6M Low: |
0.850 |
0.031 |
| High (YTD): |
2024-05-23 |
0.850 |
| Low (YTD): |
2024-01-17 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.34% |
| Volatility 6M: |
|
344.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
