DZ Bank Call 35 QIA 20.12.2024
/ DE000DQ2RZ52
DZ Bank Call 35 QIA 20.12.2024/ DE000DQ2RZ52 /
| 8/29/2024 8:10:30 AM |
Chg.+0.020 |
Bid7:02:58 PM |
Ask7:02:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+2.74% |
0.740
Bid Size: 30,000 |
0.750
Ask Size: 30,000 |
QIAGEN NV |
35.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ2RZ5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.66 |
| Time value: |
0.08 |
| Break-even: |
42.40 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.95 |
| Rho: |
0.09 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.64% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.710 |
| 1M High / 1M Low: |
0.840 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
