DZ Bank Call 16 GOLD 20.09.2024
/ DE000DQ0FHM5
DZ Bank Call 16 GOLD 20.09.2024/ DE000DQ0FHM5 /
| 8/14/2024 8:22:36 AM |
Chg.- |
Bid8:14:55 AM |
Ask8:14:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
- |
2.96
Bid Size: 5,000 |
3.00
Ask Size: 5,000 |
Barrick Gold Corpora... |
16.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
DQ0FHM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 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: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
2.87 |
| Time value: |
0.12 |
| Break-even: |
17.52 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.01 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.05% |
| 1 Month |
|
|
+15.08% |
| 3 Months |
|
|
+60.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
1.33 |
| 1M High / 1M Low: |
3.32 |
1.11 |
| 6M High / 6M Low: |
3.32 |
0.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
78.74 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.28% |
| Volatility 6M: |
|
242.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
