DZ Bank Call 25 EVN 20.09.2024
/ DE000DQ0DH03
DZ Bank Call 25 EVN 20.09.2024/ DE000DQ0DH03 /
24/07/2024 09:07:59 |
Chg.- |
Bid08:27:41 |
Ask08:27:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
- |
0.510 Bid Size: 17,500 |
0.560 Ask Size: 17,500 |
EVN AG |
25.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
DQ0DH0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
09/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.61 |
Historic volatility: |
0.14 |
Parity: |
0.48 |
Time value: |
0.10 |
Break-even: |
30.80 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.06 |
Spread %: |
11.54% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
4.15 |
Rho: |
0.03 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.89% |
1 Month |
|
|
-1.82% |
3 Months |
|
|
+54.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.520 |
1M High / 1M Low: |
0.580 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |