DZ Bank Call 14 ABR 20.09.2024
/ DE000DQ0FHK9
DZ Bank Call 14 ABR 20.09.2024/ DE000DQ0FHK9 /
8/9/2024 1:08:20 PM |
Chg.+0.120 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.240EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
BARRICK GOLD CORP. |
14.00 - |
9/20/2024 |
Call |
Master data
WKN: |
DQ0FHK |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BARRICK GOLD CORP. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
8/9/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.45 |
Intrinsic value: |
3.40 |
Implied volatility: |
1.32 |
Historic volatility: |
0.29 |
Parity: |
3.40 |
Time value: |
1.28 |
Break-even: |
18.68 |
Moneyness: |
1.24 |
Premium: |
0.07 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.03 |
Omega: |
2.86 |
Rho: |
0.01 |
Quote data
Open: |
3.260 |
High: |
3.260 |
Low: |
3.160 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
-24.65% |
3 Months |
|
|
-8.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.240 |
3.120 |
1M High / 1M Low: |
4.950 |
2.840 |
6M High / 6M Low: |
4.950 |
1.560 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.892 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.061 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.21% |
Volatility 6M: |
|
145.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |