DZ Bank Call 36 PAH3 17.01.2025/  DE000DQ90BJ5  /

Frankfurt Zert./DZB
10/01/2025  09:12:31 Chg.-0.017 Bid09:13:14 Ask09:13:14 Underlying Strike price Expiration date Option type
0.044EUR -27.87% 0.044
Bid Size: 85,000
0.054
Ask Size: 85,000
PORSCHE AUTOM.HLDG V... 36.00 EUR 17/01/2025 Call
 

Master data

WKN: DQ90BJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 17/01/2025
Issue date: 13/11/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.02
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.03
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 0.03
Time value: 0.08
Break-even: 37.10
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.64
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.57
Theta: -0.06
Omega: 18.87
Rho: 0.00
 

Quote data

Open: 0.061
High: 0.062
Low: 0.044
Previous Close: 0.061
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.00%
1 Month
  -60.00%
3 Months     -
YTD
  -63.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.061
1M High / 1M Low: 0.140 0.061
6M High / 6M Low: - -
High (YTD): 06/01/2025 0.140
Low (YTD): 09/01/2025 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -