DZ Bank Call 60 0B2 20.09.2024
/ DE000DJ26S14
DZ Bank Call 60 0B2 20.09.2024/ DE000DJ26S14 /
| 09/05/2024 21:35:12 |
Chg.+0.010 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.340
Bid Size: 5,000 |
0.370
Ask Size: 5,000 |
BAWAG GROUP AG |
60.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26S1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.14 |
| Time value: |
0.37 |
| Break-even: |
63.70 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
8.82% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
8.14 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
+548.15% |
| YTD |
|
|
+586.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.250 |
| 1M High / 1M Low: |
0.340 |
0.140 |
| 6M High / 6M Low: |
0.340 |
0.005 |
| High (YTD): |
08/05/2024 |
0.340 |
| Low (YTD): |
17/01/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.42% |
| Volatility 6M: |
|
621.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
