DZ Bank Call 67.5 AZ2 20.12.2024
/ DE000DQ0RU91
DZ Bank Call 67.5 AZ2 20.12.2024/ DE000DQ0RU91 /
| 09/08/2024 09:00:47 |
Chg.-0.003 |
Bid12:06:00 |
Ask12:06:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-8.11% |
0.038
Bid Size: 50,000 |
0.048
Ask Size: 50,000 |
ANDRITZ AG |
67.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ0RU9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
89.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-1.20 |
| Time value: |
0.06 |
| Break-even: |
68.12 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
93.75% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
12.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-52.78% |
| 3 Months |
|
|
-27.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.020 |
| 1M High / 1M Low: |
0.100 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
724.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
