DZ Bank Call 3.25 IES 20.12.2024
/ DE000DQ1DJY9
DZ Bank Call 3.25 IES 20.12.2024/ DE000DQ1DJY9 /
| 10/06/2024 09:14:32 |
Chg.-0.060 |
Bid13:10:56 |
Ask13:10:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-12.00% |
0.460
Bid Size: 100,000 |
0.470
Ask Size: 100,000 |
INTESA SANPAOLO |
3.25 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ1DJY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.25 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.34 |
| Time value: |
0.16 |
| Break-even: |
3.75 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.98% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
+214.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
