DZ Bank Call 150 PRG 20.09.2024
/ DE000DQ17PY7
DZ Bank Call 150 PRG 20.09.2024/ DE000DQ17PY7 /
| 19/08/2024 13:08:29 |
Chg.-0.020 |
Bid21:59:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
150.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DQ17PY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/04/2024 |
| Last trading day: |
19/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.13 |
| Parity: |
1.13 |
| Time value: |
0.78 |
| Break-even: |
169.10 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
5.74 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.66 |
| Omega: |
5.74 |
| Rho: |
0.02 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.690 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.35% |
| 3 Months |
|
|
-3.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.780 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
