DZ Bank Call 68 OEWA 20.12.2024
/ DE000DQ3EBN3
DZ Bank Call 68 OEWA 20.12.2024/ DE000DQ3EBN3 /
| 05/11/2024 13:08:33 |
Chg.+0.050 |
Bid21:58:06 |
Ask05/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+5.68% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
68.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DQ3EBN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.26 |
| Parity: |
0.76 |
| Time value: |
0.22 |
| Break-even: |
77.80 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
7.69% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
5.88 |
| Rho: |
0.04 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.930 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
-8.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.140 |
0.810 |
| 6M High / 6M Low: |
1.350 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.34% |
| Volatility 6M: |
|
123.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
