DZ Bank Call 46000 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DQ5HUP6
DZ Bank Call 46000 Nikkei 225 Sto.../ DE000DQ5HUP6 /
26/09/2024 21:34:37 |
Chg.+0.058 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+111.54% |
- Bid Size: - |
- Ask Size: - |
- |
46,000.00 JPY |
06/12/2024 |
Call |
Master data
WKN: |
DQ5HUP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46,000.00 JPY |
Maturity: |
06/12/2024 |
Issue date: |
12/07/2024 |
Last trading day: |
05/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8,182,573.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
613,693.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.10 |
Historic volatility: |
33.25 |
Parity: |
-129,161.40 |
Time value: |
0.08 |
Break-even: |
7,428,545.42 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
1.67 |
Spread abs.: |
0.02 |
Spread %: |
44.23% |
Delta: |
0.00 |
Theta: |
-0.12 |
Omega: |
107.27 |
Rho: |
0.15 |
Quote data
Open: |
0.079 |
High: |
0.110 |
Low: |
0.079 |
Previous Close: |
0.052 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+37.50% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.052 |
1M High / 1M Low: |
0.110 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
887.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |