DZ Bank Call 40 QIA 20.12.2024
/ DE000DQ0AJR1
DZ Bank Call 40 QIA 20.12.2024/ DE000DQ0AJR1 /
| 2024-08-29 3:04:40 PM |
Chg.+0.050 |
Bid3:08:33 PM |
Ask3:08:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+2.30% |
2.210
Bid Size: 100,000 |
2.260
Ask Size: 100,000 |
QIAGEN NV |
40.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0AJR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.24 |
| Parity: |
1.58 |
| Time value: |
0.68 |
| Break-even: |
42.26 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
4.63% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
15.05 |
| Rho: |
0.10 |
Quote data
| Open: |
2.250 |
| High: |
2.340 |
| Low: |
2.220 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.62% |
| 1 Month |
|
|
-1.33% |
| 3 Months |
|
|
+17.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
1.980 |
| 1M High / 1M Low: |
2.600 |
1.980 |
| 6M High / 6M Low: |
2.680 |
1.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.86% |
| Volatility 6M: |
|
117.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
