DZ Bank Call 47.5 IXD1 20.12.2024
/ DE000DQ1NKF5
DZ Bank Call 47.5 IXD1 20.12.2024/ DE000DQ1NKF5 /
| 10/28/2024 9:05:33 AM |
Chg.- |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
INDITEX INH. EO... |
47.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DQ1NKF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INDITEX INH. EO 0,03 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
10/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.20 |
| Parity: |
0.35 |
| Time value: |
0.46 |
| Break-even: |
55.60 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
4.12 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.48% |
| 3 Months |
|
|
+305.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.790 |
0.670 |
| 6M High / 6M Low: |
0.790 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.84% |
| Volatility 6M: |
|
192.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
