DZ Bank Call 67.5 0B2 20.12.2024
/ DE000DQ3V5S7
DZ Bank Call 67.5 0B2 20.12.2024/ DE000DQ3V5S7 /
| 11/5/2024 1:08:25 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask11/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
67.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DQ3V5S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.47 |
| Time value: |
0.18 |
| Break-even: |
74.00 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
8.17 |
| Rho: |
0.05 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+57.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.620 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.573 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
