DZ Bank Call 17 GOLD 20.09.2024
/ DE000DQ09ZL0
DZ Bank Call 17 GOLD 20.09.2024/ DE000DQ09ZL0 /
| 8/15/2024 5:34:40 PM |
Chg.-0.040 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
-1.92% |
2.050
Bid Size: 10,000 |
2.070
Ask Size: 10,000 |
Barrick Gold Corpora... |
17.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
DQ09ZL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/6/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
1.96 |
| Time value: |
0.18 |
| Break-even: |
17.58 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
7.13 |
| Rho: |
0.01 |
Quote data
| Open: |
2.110 |
| High: |
2.280 |
| Low: |
1.860 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+119.35% |
| 1 Month |
|
|
+11.48% |
| 3 Months |
|
|
+36.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
0.930 |
| 1M High / 1M Low: |
2.370 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
