DZ Bank Call 3.25 IES 20.09.2024
/ DE000DQ1F401
DZ Bank Call 3.25 IES 20.09.2024/ DE000DQ1F401 /
| 8/5/2024 9:34:54 PM |
Chg.-0.040 |
Bid9:58:02 PM |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.25 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DQ1F40 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.25 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.19 |
| Time value: |
0.14 |
| Break-even: |
3.58 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
7.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.320 |
| Low: |
0.200 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.39% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.260 |
| 1M High / 1M Low: |
0.570 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
