DZ Bank Call 55 0B2 21.06.2024
/ DE000DJ4FNU7
DZ Bank Call 55 0B2 21.06.2024/ DE000DJ4FNU7 /
| 2024-05-24 8:09:53 AM |
Chg.0.000 |
Bid3:06:46 PM |
Ask3:06:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.650
Bid Size: 50,000 |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4FNU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
0.65 |
| Time value: |
0.08 |
| Break-even: |
62.20 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
14.29% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
7.25 |
| Rho: |
0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.24% |
| 1 Month |
|
|
+56.41% |
| 3 Months |
|
|
+759.15% |
| YTD |
|
|
+933.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.420 |
| 1M High / 1M Low: |
0.610 |
0.250 |
| 6M High / 6M Low: |
0.610 |
0.008 |
| High (YTD): |
2024-05-23 |
0.610 |
| Low (YTD): |
2024-01-17 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.03% |
| Volatility 6M: |
|
507.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
