DZ Bank Call 42250 Nikkei 225 Sto.../  DE000DQ034Z4  /

Frankfurt Zert./DZB
11/13/2024  9:34:54 PM Chg.-0.060 Bid9:57:08 PM Ask9:57:08 PM Underlying Strike price Expiration date Option type
0.560EUR -9.68% 0.570
Bid Size: 10,000
0.590
Ask Size: 10,000
- 42,250.00 JPY 3/7/2025 Call
 

Master data

WKN: DQ034Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 42,250.00 JPY
Maturity: 3/7/2025
Issue date: 3/1/2024
Last trading day: 3/6/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1,007,228.46
Leverage: Yes

Calculated values

Fair value: 644,626.22
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 41.41
Parity: -47,048.80
Time value: 0.64
Break-even: 6,916,756.56
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.00
Theta: -0.54
Omega: 231.77
Rho: 4.52
 

Quote data

Open: 0.510
High: 0.560
Low: 0.500
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.63%
1 Month
  -46.67%
3 Months
  -8.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.620
1M High / 1M Low: 1.090 0.480
6M High / 6M Low: 1.690 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.738
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   3.288
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.07%
Volatility 6M:   287.40%
Volatility 1Y:   -
Volatility 3Y:   -