DZ Bank Call 262.5 ALV 18.10.2024
/ DE000DQ6CMA4
DZ Bank Call 262.5 ALV 18.10.2024/ DE000DQ6CMA4 /
| 27/09/2024 11:04:37 |
Chg.-0.110 |
Bid11:21:12 |
Ask11:21:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
-3.24% |
3.360
Bid Size: 40,000 |
3.380
Ask Size: 40,000 |
ALLIANZ SE NA O.N. |
262.50 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
DQ6CMA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
262.50 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
05/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
3.33 |
| Time value: |
0.15 |
| Break-even: |
297.30 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.35% |
| Delta: |
0.92 |
| Theta: |
-0.12 |
| Omega: |
7.82 |
| Rho: |
0.14 |
Quote data
| Open: |
3.390 |
| High: |
3.390 |
| Low: |
3.200 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
+94.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
3.060 |
| 1M High / 1M Low: |
3.390 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
