DZ Bank Call 180 PEP 20.09.2024
/ DE000DQ0R689
DZ Bank Call 180 PEP 20.09.2024/ DE000DQ0R689 /
| 9/9/2024 11:36:00 AM |
Chg.0.000 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
180.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
DQ0R68 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
106.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.24 |
| Time value: |
0.15 |
| Break-even: |
163.86 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.37 |
| Theta: |
-0.11 |
| Omega: |
39.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+333.33% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.030 |
| 1M High / 1M Low: |
0.130 |
0.023 |
| 6M High / 6M Low: |
0.660 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,044.75% |
| Volatility 6M: |
|
554.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
