DZ Bank Call 70 NDA 20.12.2024
/ DE000DQ0D531
DZ Bank Call 70 NDA 20.12.2024/ DE000DQ0D531 /
| 9/27/2024 8:34:50 AM |
Chg.0.000 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.200
Bid Size: 10,500 |
0.250
Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DQ0D53 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
33.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
-0.73 |
| Time value: |
0.19 |
| Break-even: |
71.90 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.06 |
| Spread %: |
46.15% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
10.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.48% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
-53.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.120 |
| 1M High / 1M Low: |
0.360 |
0.120 |
| 6M High / 6M Low: |
0.520 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.93% |
| Volatility 6M: |
|
181.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
