DZ Bank Call 21 DTE 19.07.2024
/ DE000DQ3BM96
DZ Bank Call 21 DTE 19.07.2024/ DE000DQ3BM96 /
| 2024-06-28 9:34:51 PM |
Chg.+0.050 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+2.01% |
2.540
Bid Size: 6,000 |
2.600
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: |
9.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
2.48 |
| Time value: |
0.12 |
| Break-even: |
23.60 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.36% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
8.28 |
| Rho: |
0.01 |
Quote data
| Open: |
2.490 |
| High: |
2.590 |
| Low: |
2.490 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.59% |
| 1 Month |
|
|
+156.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.220 |
| 1M High / 1M Low: |
2.540 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
