DZ Bank Call 70 NDA 20.12.2024
/ DE000DQ0D531
DZ Bank Call 70 NDA 20.12.2024/ DE000DQ0D531 /
| 27/09/2024 12:34:43 |
Chg.+0.010 |
Bid12:36:47 |
Ask12:36:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.220
Bid Size: 30,000 |
0.240
Ask Size: 30,000 |
AURUBIS AG |
70.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
25.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
-0.40 |
| Time value: |
0.26 |
| Break-even: |
72.60 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
10.09 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.26% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
-51.16% |
| 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: |
|
- |
