DZ Bank Call 75 OEWA 20.12.2024
/ DE000DQ3EBS2
DZ Bank Call 75 OEWA 20.12.2024/ DE000DQ3EBS2 /
| 8/5/2024 9:35:02 PM |
Chg.-0.220 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-34.38% |
0.440
Bid Size: 5,000 |
0.470
Ask Size: 5,000 |
VERBUND AG INH... |
75.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ3EBS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.04 |
| Time value: |
0.63 |
| Break-even: |
81.70 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
6.49 |
| Rho: |
0.14 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.410 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-52.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.880 |
0.560 |
| 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: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
