DZ Bank Call 82.5 SRB 20.09.2024
/ DE000DQ42NJ1
DZ Bank Call 82.5 SRB 20.09.2024/ DE000DQ42NJ1 /
| 27/08/2024 16:04:49 |
Chg.+0.030 |
Bid21:58:08 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+2.48% |
-
Bid Size: - |
-
Ask Size: - |
STARBUCKS CORP. |
82.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
DQ42NJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STARBUCKS CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
28/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
2.16 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
1.02 |
| Break-even: |
94.90 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
99.70 |
| Spread abs.: |
-0.24 |
| Spread %: |
-16.22% |
| Delta: |
0.60 |
| Theta: |
-0.62 |
| Omega: |
4.09 |
| Rho: |
0.01 |
Quote data
| Open: |
1.200 |
| High: |
1.240 |
| Low: |
1.190 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2239.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.240 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7,266.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
