DZ Bank Call 80 NDA 20.12.2024
/ DE000DQ11KB9
DZ Bank Call 80 NDA 20.12.2024/ DE000DQ11KB9 /
| 10/18/2024 6:09:34 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+37.04% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ11KB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
79.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
-1.30 |
| Time value: |
0.08 |
| Break-even: |
80.84 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.06 |
| Spread %: |
250.00% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
12.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.063 |
| Low: |
0.024 |
| Previous Close: |
0.027 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3600.00% |
| 1 Month |
|
|
-58.89% |
| 3 Months |
|
|
-85.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.027 |
0.001 |
| 1M High / 1M Low: |
0.130 |
0.001 |
| 6M High / 6M Low: |
0.380 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14,772.90% |
| Volatility 6M: |
|
8,421.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
