DZ Bank Call 67.5 0B2 20.12.2024
/ DE000DQ3V5S7
DZ Bank Call 67.5 0B2 20.12.2024/ DE000DQ3V5S7 /
30/08/2024 19:04:35 |
Chg.+0.040 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
+7.02% |
0.610 Bid Size: 17,500 |
0.630 Ask Size: 17,500 |
BAWAG GROUP AG |
67.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DQ3V5S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
24/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
0.12 |
Time value: |
0.47 |
Break-even: |
73.40 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
5.36% |
Delta: |
0.60 |
Theta: |
-0.02 |
Omega: |
6.97 |
Rho: |
0.11 |
Quote data
Open: |
0.580 |
High: |
0.630 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.67% |
1 Month |
|
|
-1.61% |
3 Months |
|
|
+221.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.540 |
1M High / 1M Low: |
0.620 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |