DZ Bank Call 3.75 IES 20.12.2024
/ DE000DQ2B9Q8
DZ Bank Call 3.75 IES 20.12.2024/ DE000DQ2B9Q8 /
| 06/11/2024 13:08:40 |
Chg.-0.030 |
Bid21:58:05 |
Ask06/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.75 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ2B9Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/04/2024 |
| Last trading day: |
06/11/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.21 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
4.15 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.17 |
| Spread %: |
73.91% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
6.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
+28900.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
0.320 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.04% |
| Volatility 6M: |
|
16,967.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
