DZ Bank Call 42250 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DQ0SEC6
DZ Bank Call 42250 Nikkei 225 Sto.../ DE000DQ0SEC6 /
| 15/11/2024 08:04:46 |
Chg.+0.004 |
Bid10:06:04 |
Ask10:06:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
+21.05% |
0.019
Bid Size: 50,000 |
0.045
Ask Size: 50,000 |
- |
42,250.00 JPY |
06/12/2024 |
Call |
Master data
| WKN: |
DQ0SEC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,250.00 JPY |
| Maturity: |
06/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
05/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7,032,337.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
632,909.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
41.46 |
| Parity: |
-61,003.67 |
| Time value: |
0.09 |
| Break-even: |
6,939,141.76 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
3.95 |
| Spread abs.: |
0.05 |
| Spread %: |
125.00% |
| Delta: |
0.00 |
| Theta: |
-0.42 |
| Omega: |
201.06 |
| Rho: |
0.10 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.019 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.22% |
| 1 Month |
|
|
-95.49% |
| 3 Months |
|
|
-91.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.019 |
| 1M High / 1M Low: |
0.510 |
0.019 |
| 6M High / 6M Low: |
1.320 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
638.56% |
| Volatility 6M: |
|
5,407.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
