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: |
|
- |