DZ Bank Call 3.5 IES 20.12.2024
/ DE000DQ1Q3A9
DZ Bank Call 3.5 IES 20.12.2024/ DE000DQ1Q3A9 /
| 2024-06-05 8:34:36 PM |
Chg.-0.010 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.280
Bid Size: 100,000 |
0.310
Ask Size: 100,000 |
INTESA SANPAOLO |
3.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ1Q3A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.27 |
| Break-even: |
3.82 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
6.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+47.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.360 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
