DZ Bank Call 4700 SX5E 16.08.2024/  DE000DQ29QM5  /

EUWAX
8/2/2024  5:13:45 PM Chg.-0.600 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.480EUR -55.56% -
Bid Size: -
-
Ask Size: -
DJ EURO STOXX 50 EUR... 4,700.00 EUR 8/16/2024 Call
 

Master data

WKN: DQ29QM
Issuer: DZ Bank AG
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 4,700.00 EUR
Maturity: 8/16/2024
Issue date: 5/6/2024
Last trading day: 8/15/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 76.25
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.13
Parity: -0.49
Time value: 0.61
Break-even: 4,761.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.42
Theta: -3.22
Omega: 32.40
Rho: 0.68
 

Quote data

Open: 0.710
High: 0.720
Low: 0.480
Previous Close: 1.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.00%
1 Month
  -84.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 0.480
1M High / 1M Low: 3.720 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.322
Avg. volume 1W:   0.000
Avg. price 1M:   2.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -