DZ Bank Call 3.5 IES 20.12.2024
/ DE000DQ1Q3A9
DZ Bank Call 3.5 IES 20.12.2024/ DE000DQ1Q3A9 /
| 23/05/2024 09:16:43 |
Chg.0.000 |
Bid15:54:34 |
Ask15:54:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
INTESA SANPAOLO |
3.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DQ1Q3A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
0.26 |
| Break-even: |
3.80 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
7.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
