DZ Bank Call 67.5 0B2 20.12.2024
/ DE000DQ3V5S7
DZ Bank Call 67.5 0B2 20.12.2024/ DE000DQ3V5S7 /
| 7/12/2024 9:09:19 AM |
Chg.+0.070 |
Bid7:59:05 PM |
Ask7:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+16.67% |
0.470
Bid Size: 12,500 |
0.500
Ask Size: 12,500 |
BAWAG GROUP AG |
67.50 EUR |
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 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.14 |
| Time value: |
0.49 |
| Break-even: |
72.40 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
7.12 |
| Rho: |
0.13 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.11% |
| 1 Month |
|
|
+226.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
