DZ Bank Call 140 1YD 20.06.2025
/ DE000DQ551J1
DZ Bank Call 140 1YD 20.06.2025/ DE000DQ551J1 /
| 12/17/2024 5:12:35 PM |
Chg.-1.150 |
Bid9:55:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.650EUR |
-10.65% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
140.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DQ551J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.66 |
| Intrinsic value: |
8.27 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.51 |
| Parity: |
8.27 |
| Time value: |
1.38 |
| Break-even: |
236.50 |
| Moneyness: |
1.59 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
-0.34 |
| Spread %: |
-3.40% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
2.00 |
| Rho: |
0.42 |
Quote data
| Open: |
10.780 |
| High: |
11.400 |
| Low: |
9.410 |
| Previous Close: |
10.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+155.97% |
| 3 Months |
|
|
+89.59% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.800 |
3.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |