DZ Bank Call 80 BMW 20.12.2024
/ DE000DQ0D7E8
DZ Bank Call 80 BMW 20.12.2024/ DE000DQ0D7E8 /
2024-11-04 8:21:34 AM |
Chg.+0.110 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+18.64% |
- Bid Size: - |
- Ask Size: - |
BAY.MOTOREN WERKE AG... |
80.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DQ0D7E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-09 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
92.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
-6.84 |
Time value: |
0.79 |
Break-even: |
80.79 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.10 |
Spread %: |
14.49% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
19.01 |
Rho: |
0.02 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.05% |
1 Month |
|
|
-67.14% |
3 Months |
|
|
-81.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
0.590 |
1M High / 1M Low: |
2.130 |
0.590 |
6M High / 6M Low: |
6.340 |
0.570 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.940 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.386 |
Avg. volume 1M: |
|
60 |
Avg. price 6M: |
|
3.873 |
Avg. volume 6M: |
|
27 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.63% |
Volatility 6M: |
|
241.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |