DZ Bank Call 4 IES 20.12.2024
/ DE000DQ3SYA2
DZ Bank Call 4 IES 20.12.2024/ DE000DQ3SYA2 /
| 6/25/2024 11:04:46 AM |
Chg.+0.007 |
Bid11:05:39 AM |
Ask11:05:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+10.45% |
0.073
Bid Size: 100,000 |
0.083
Ask Size: 100,000 |
INTESA SANPAOLO |
4.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ3SYA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.47 |
| Time value: |
0.10 |
| Break-even: |
4.10 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
45.45% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
10.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.072 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.054 |
| 1M High / 1M Low: |
0.100 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
