DZ Bank Call 17 GOLD 20.09.2024
/ DE000DQ09ZL0
DZ Bank Call 17 GOLD 20.09.2024/ DE000DQ09ZL0 /
| 16/07/2024 21:34:56 |
Chg.+0.540 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+29.51% |
2.410
Bid Size: 5,000 |
2.430
Ask Size: 5,000 |
Barrick Gold Corpora... |
17.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
1.25 |
| Time value: |
0.50 |
| Break-even: |
17.35 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
7.16 |
| Rho: |
0.02 |
Quote data
| Open: |
1.770 |
| High: |
2.380 |
| Low: |
1.720 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+106.09% |
| 1 Month |
|
|
+243.48% |
| 3 Months |
|
|
+83.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.150 |
| 1M High / 1M Low: |
1.850 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
