DZ Bank Call 21 DTE 19.07.2024
/ DE000DQ3BM96
DZ Bank Call 21 DTE 19.07.2024/ DE000DQ3BM96 /
| 2024-07-11 9:34:50 PM |
Chg.-0.110 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-3.79% |
2.760
Bid Size: 6,000 |
2.800
Ask Size: 6,000 |
DT.TELEKOM AG NA |
21.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
DQ3BM9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.14 |
| Parity: |
2.85 |
| Time value: |
0.12 |
| Break-even: |
23.97 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
2.06% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
7.31 |
| Rho: |
0.00 |
Quote data
| Open: |
2.910 |
| High: |
2.930 |
| Low: |
2.720 |
| Previous Close: |
2.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.78% |
| 1 Month |
|
|
+65.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.610 |
| 1M High / 1M Low: |
2.980 |
1.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
