DZ Bank Call 230 HNR1 20.09.2024
/ DE000DQ3MGW6
DZ Bank Call 230 HNR1 20.09.2024/ DE000DQ3MGW6 /
2024-06-12 6:09:34 PM |
Chg.+0.15 |
Bid8:31:50 PM |
Ask8:31:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
+12.20% |
1.35 Bid Size: 25,000 |
1.41 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: |
18.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
0.19 |
Time value: |
1.09 |
Break-even: |
242.80 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
4.92% |
Delta: |
0.59 |
Theta: |
-0.06 |
Omega: |
10.60 |
Rho: |
0.34 |
Quote data
Open: |
1.27 |
High: |
1.38 |
Low: |
1.27 |
Previous Close: |
1.23 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.05% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.21 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |