DZ Bank Call 8 M5Z/D 20.09.2024
/ DE000DQ2U747
DZ Bank Call 8 M5Z/D 20.09.2024/ DE000DQ2U747 /
| 5/31/2024 9:34:36 PM |
Chg.+0.020 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
0.800
Bid Size: 300 |
1.100
Ask Size: 300 |
MANZ AG |
8.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DQ2U74 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MANZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.54 |
| Parity: |
-0.40 |
| Time value: |
1.10 |
| Break-even: |
9.10 |
| Moneyness: |
0.95 |
| Premium: |
0.20 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.30 |
| Spread %: |
37.50% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.910 |
| Low: |
0.790 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.780 |
| 1M High / 1M Low: |
1.190 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
