DZ Bank Call 170 1YD 21.03.2025/  DE000DQ9TF57  /

EUWAX
12/18/2024  8:24:07 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
6.96EUR - -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 170.00 - 3/21/2025 Call
 

Master data

WKN: DQ9TF5
Issuer: DZ Bank AG
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 3/21/2025
Issue date: 11/8/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.27
Implied volatility: 1.06
Historic volatility: 0.51
Parity: 5.27
Time value: 1.61
Break-even: 238.80
Moneyness: 1.31
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 1.11
Spread %: 19.24%
Delta: 0.80
Theta: -0.22
Omega: 2.57
Rho: 0.21
 

Quote data

Open: 6.96
High: 6.96
Low: 6.96
Previous Close: 7.80
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+236.23%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 7.80 1.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,005.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -