DZ Bank Call 42.5 G1A 20.12.2024
/ DE000DQ09X84
DZ Bank Call 42.5 G1A 20.12.2024/ DE000DQ09X84 /
| 11/4/2024 6:13:16 PM |
Chg.0.000 |
Bid9:29:02 PM |
Ask9:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 25,000 |
0.430
Ask Size: 25,000 |
GEA GROUP AG |
42.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ09X8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/6/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.13 |
| Break-even: |
46.80 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
7.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
+270.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
0.550 |
0.350 |
| 6M High / 6M Low: |
0.550 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.193 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.09% |
| Volatility 6M: |
|
203.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
