DZ Bank Call 47.5 GBF 20.12.2024
/ DE000DQ0QW66
DZ Bank Call 47.5 GBF 20.12.2024/ DE000DQ0QW66 /
| 05/08/2024 18:13:58 |
Chg.-0.100 |
Bid18:15:20 |
Ask18:15:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-20.41% |
0.380
Bid Size: 21,000 |
0.400
Ask Size: 21,000 |
BILFINGER SE O.N. |
47.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ0QW6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.13 |
| Time value: |
0.39 |
| Break-even: |
52.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.87 |
| Rho: |
0.09 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.76% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.490 |
| 1M High / 1M Low: |
0.730 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
