DZ Bank Call 15 ABR 20.09.2024
/ DE000DQ0FHL7
DZ Bank Call 15 ABR 20.09.2024/ DE000DQ0FHL7 /
| 8/26/2024 2:34:57 PM |
Chg.+0.170 |
Bid9:56:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.140EUR |
+3.42% |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
15.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
DQ0FHL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
8/26/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
4.83 |
| Historic volatility: |
0.30 |
| Parity: |
3.44 |
| Time value: |
1.49 |
| Break-even: |
19.93 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.42 |
| Omega: |
2.82 |
| Rho: |
0.00 |
Quote data
| Open: |
4.960 |
| High: |
5.150 |
| Low: |
4.960 |
| Previous Close: |
4.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.35% |
| 3 Months |
|
|
+207.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.140 |
4.720 |
| 6M High / 6M Low: |
5.140 |
1.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.06% |
| Volatility 6M: |
|
193.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
