DZ Bank Call 230 HNR1 20.09.2024
/ DE000DQ3MGW6
DZ Bank Call 230 HNR1 20.09.2024/ DE000DQ3MGW6 /
| 2024-06-13 11:04:21 AM |
Chg.-0.070 |
Bid11:14:07 AM |
Ask11:14:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-5.30% |
1.250
Bid Size: 25,000 |
1.270
Ask Size: 25,000 |
HANNOVER RUECK SE NA... |
230.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ3MGW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.98 |
| Break-even: |
244.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
4.48% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
10.35 |
| Rho: |
0.36 |
Quote data
| Open: |
1.340 |
| High: |
1.360 |
| Low: |
1.240 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.230 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
