DZ Bank Call 46 ENR 17.01.2025
/ DE000DQ90BW8
DZ Bank Call 46 ENR 17.01.2025/ DE000DQ90BW8 /
| 1/9/2025 2:42:24 PM |
Chg.+0.930 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.820EUR |
+19.02% |
6.280
Bid Size: 1,000 |
-
Ask Size: - |
SIEMENS ENERGY AG NA... |
46.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
DQ90BW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.45 |
| Parity: |
4.50 |
| Time value: |
0.39 |
| Break-even: |
50.89 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
-0.06 |
| Spread %: |
-1.21% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
8.84 |
| Rho: |
0.01 |
Quote data
| Open: |
5.010 |
| High: |
6.130 |
| Low: |
5.010 |
| Previous Close: |
4.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.17% |
| 1 Month |
|
|
-15.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
+19.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.540 |
4.890 |
| 1M High / 1M Low: |
8.540 |
4.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
8.540 |
| Low (YTD): |
1/8/2025 |
4.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |