DZ Bank Call 3.75 IES 20.12.2024
/ DE000DQ2B9Q8
DZ Bank Call 3.75 IES 20.12.2024/ DE000DQ2B9Q8 /
| 11/6/2024 9:06:03 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.75 - |
12/20/2024 |
Call |
Master data
| WKN: |
DQ2B9Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
11/6/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.35 |
| Break-even: |
4.15 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.17 |
| Spread %: |
73.91% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
5.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
+460.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.370 |
0.190 |
| 6M High / 6M Low: |
0.370 |
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: |
|
0.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.91% |
| Volatility 6M: |
|
1,393.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
