DZ Bank Call 180 1YD 17.01.2025
/ DE000DQ090P7
DZ Bank Call 180 1YD 17.01.2025/ DE000DQ090P7 /
| 18/12/2024 08:26:43 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
180.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
DQ090P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
06/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.27 |
| Implied volatility: |
2.74 |
| Historic volatility: |
0.51 |
| Parity: |
4.27 |
| Time value: |
1.36 |
| Break-even: |
236.30 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
20.98 |
| Spread abs.: |
1.15 |
| Spread %: |
25.67% |
| Delta: |
0.77 |
| Theta: |
-1.83 |
| Omega: |
3.06 |
| Rho: |
0.02 |
Quote data
| Open: |
5.72 |
| High: |
5.72 |
| Low: |
5.72 |
| Previous Close: |
6.58 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+495.83% |
| 3 Months |
|
|
+214.29% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.58 |
0.68 |
| 6M High / 6M Low: |
6.58 |
0.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
7.04 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,986.29% |
| Volatility 6M: |
|
573.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |