DZ Bank Call 35 SBS 20.09.2024
/ DE000DQ2CC23
DZ Bank Call 35 SBS 20.09.2024/ DE000DQ2CC23 /
| 2024-05-31 8:12:04 AM |
Chg.0.00 |
Bid9:08:33 AM |
Ask9:08:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
0.00% |
1.20
Bid Size: 20,000 |
1.30
Ask Size: 20,000 |
STRATEC SE NA O.N. |
35.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ2CC2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.36 |
| Parity: |
1.17 |
| Time value: |
0.27 |
| Break-even: |
49.30 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.30 |
| Spread %: |
26.55% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.69 |
| Rho: |
0.07 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.71% |
| 1 Month |
|
|
+25.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.03 |
| 1M High / 1M Low: |
1.17 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
