DZ Bank Call 15 GOLD 20.09.2024
/ DE000DQ0FHL7
DZ Bank Call 15 GOLD 20.09.2024/ DE000DQ0FHL7 /
8/15/2024 8:34:33 AM |
Chg.+0.030 |
Bid8/15/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.880EUR |
+0.78% |
3.880 Bid Size: 2,500 |
- Ask Size: - |
Barrick Gold Corpora... |
15.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
DQ0FHL |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.81 |
Intrinsic value: |
3.76 |
Implied volatility: |
0.50 |
Historic volatility: |
0.29 |
Parity: |
3.76 |
Time value: |
0.11 |
Break-even: |
17.51 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
4.26 |
Rho: |
0.01 |
Quote data
Open: |
3.880 |
High: |
3.880 |
Low: |
3.880 |
Previous Close: |
3.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+69.43% |
1 Month |
|
|
+12.79% |
3 Months |
|
|
+39.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.890 |
2.290 |
1M High / 1M Low: |
4.080 |
2.040 |
6M High / 6M Low: |
4.080 |
1.160 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.392 |
Avg. volume 6M: |
|
33.071 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.62% |
Volatility 6M: |
|
188.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |