DZ Bank Call 3.25 IES 20.09.2024
/ DE000DQ1F401
DZ Bank Call 3.25 IES 20.09.2024/ DE000DQ1F401 /
| 2024-05-31 9:34:55 PM |
Chg.0.000 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.450
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
INTESA SANPAOLO |
3.25 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DQ1F40 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.25 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.36 |
| Time value: |
0.12 |
| Break-even: |
3.73 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
5.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
