DZ Bank Call 55 0B2 20.12.2024
/ DE000DJ4FNX1
DZ Bank Call 55 0B2 20.12.2024/ DE000DJ4FNX1 /
| 2024-06-10 7:34:40 PM |
Chg.0.000 |
Bid7:43:40 PM |
Ask7:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
0.00% |
0.830
Bid Size: 17,500 |
0.850
Ask Size: 17,500 |
BAWAG GROUP AG |
55.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4FNX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.50 |
| Time value: |
0.35 |
| Break-even: |
63.50 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.13 |
| Rho: |
0.19 |
Quote data
| Open: |
0.800 |
| High: |
0.840 |
| Low: |
0.750 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+9.33% |
| 3 Months |
|
|
+164.52% |
| YTD |
|
|
+310.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.750 |
| 1M High / 1M Low: |
0.960 |
0.720 |
| 6M High / 6M Low: |
0.960 |
0.080 |
| High (YTD): |
2024-05-28 |
0.960 |
| Low (YTD): |
2024-01-17 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.56% |
| Volatility 6M: |
|
214.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
