DZ Bank Call 1.5 C3RY 20.09.2024
/ DE000DQ00WE1
DZ Bank Call 1.5 C3RY 20.09.2024/ DE000DQ00WE1 /
| 2024-05-30 9:52:47 AM |
Chg.-0.130 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-14.61% |
0.760
Bid Size: 5,000 |
0.910
Ask Size: 5,000 |
CHERRY SE O.N. |
1.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ00WE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CHERRY SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.84 |
| Historic volatility: |
0.78 |
| Parity: |
0.85 |
| Time value: |
0.40 |
| Break-even: |
2.75 |
| Moneyness: |
1.57 |
| Premium: |
0.17 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.60 |
| Spread %: |
92.31% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
1.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.45% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.880 |
| 1M High / 1M Low: |
1.420 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
