DZ Bank Call 25 EVN 20.09.2024
/ DE000DQ0DH03
DZ Bank Call 25 EVN 20.09.2024/ DE000DQ0DH03 /
| 2024-06-21 4:04:34 PM |
Chg.+0.040 |
Bid4:28:26 PM |
Ask4:28:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+8.16% |
0.530
Bid Size: 50,000 |
0.550
Ask Size: 50,000 |
EVN AG |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ0DH0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
0.45 |
| Time value: |
0.10 |
| Break-even: |
30.50 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
12.24% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
+253.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.460 |
| 1M High / 1M Low: |
0.500 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
