DZ Bank Call 57.5 0B2/ DE000DJ895B8 /
27/05/2024 09:07:46 | Chg.- | Bid22:00:36 | Ask22:00:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.490EUR | - | - Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG | 57.50 - | 21/06/2024 | Call |
Master data
WKN: | DJ895B |
---|---|
Issuer: | DZ Bank AG |
Currency: | EUR |
Underlying: | BAWAG GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 57.50 - |
Maturity: | 21/06/2024 |
Issue date: | 07/02/2024 |
Last trading day: | 28/05/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.29 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 3.29 |
Historic volatility: | 0.25 |
Parity: | 0.15 |
Time value: | 0.33 |
Break-even: | 62.30 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.59 |
Theta: | -1.98 |
Omega: | 7.29 |
Rho: | 0.00 |
Quote data
Open: | 0.490 |
---|---|
High: | 0.490 |
Low: | 0.490 |
Previous Close: | 0.410 |
Turnover: | 0.000 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +36.11% | ||
3 Months | +188.24% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.490 | 0.360 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.412 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.28% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |