DZ Bank Call 110 SY1 20.12.2024
/ DE000DQ0KR02
DZ Bank Call 110 SY1 20.12.2024/ DE000DQ0KR02 /
| 2024-06-06 5:04:52 PM |
Chg.-0.390 |
Bid5:21:46 PM |
Ask5:21:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.850EUR |
-6.25% |
5.870
Bid Size: 20,000 |
5.920
Ask Size: 20,000 |
SYMRISE AG INH. O.N. |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ0KR0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.10 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
5.97 |
| Break-even: |
116.32 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
0.80% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
10.51 |
| Rho: |
0.32 |
Quote data
| Open: |
6.220 |
| High: |
6.680 |
| Low: |
5.850 |
| Previous Close: |
6.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.17% |
| 1 Month |
|
|
+75.68% |
| 3 Months |
|
|
+39.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.370 |
5.660 |
| 1M High / 1M Low: |
6.370 |
3.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
