DZ Bank Call 260 WDAY 17.01.2025/  DE000DQ096R0  /

Frankfurt Zert./DZB
2024-12-23  3:42:42 PM Chg.-0.510 Bid4:04:46 PM Ask4:04:46 PM Underlying Strike price Expiration date Option type
1.310EUR -28.02% 1.260
Bid Size: 10,000
1.310
Ask Size: 10,000
Workday Inc 260.00 USD 2025-01-17 Call
 

Master data

WKN: DQ096R
Issuer: DZ Bank AG
Currency: EUR
Underlying: Workday Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.87
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.25
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 1.25
Time value: 0.51
Break-even: 266.80
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.05
Spread %: 2.92%
Delta: 0.72
Theta: -0.18
Omega: 10.68
Rho: 0.12
 

Quote data

Open: 1.760
High: 1.760
Low: 1.310
Previous Close: 1.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.18%
1 Month
  -43.53%
3 Months  
+11.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.510
1M High / 1M Low: 2.450 0.770
6M High / 6M Low: 2.770 0.770
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.868
Avg. volume 1W:   0.000
Avg. price 1M:   1.626
Avg. volume 1M:   0.000
Avg. price 6M:   1.443
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   450.68%
Volatility 6M:   256.18%
Volatility 1Y:   -
Volatility 3Y:   -