DZ Bank Call 42250 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DQ0SEC6
DZ Bank Call 42250 Nikkei 225 Sto.../ DE000DQ0SEC6 /
| 8/1/2024 12:04:29 PM |
Chg.-0.150 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-34.09% |
0.290
Bid Size: 100,000 |
0.310
Ask Size: 100,000 |
- |
42,250.00 JPY |
12/6/2024 |
Call |
Master data
| WKN: |
DQ0SEC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,250.00 JPY |
| Maturity: |
12/6/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1,335,766.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
627,810.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.04 |
| Historic volatility: |
26.78 |
| Parity: |
-59,850.06 |
| Time value: |
0.47 |
| Break-even: |
6,876,609.92 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.00 |
| Theta: |
-0.38 |
| Omega: |
191.37 |
| Rho: |
3.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.270 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.64% |
| 1 Month |
|
|
-51.67% |
| 3 Months |
|
|
-57.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
1.320 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
