DZ Bank Call 195 1YD 17.01.2025
/ DE000DQ78R47
DZ Bank Call 195 1YD 17.01.2025/ DE000DQ78R47 /
| 12/17/2024 5:12:21 PM |
Chg.-1.160 |
Bid9:55:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.130EUR |
-21.93% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
195.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
DQ78R4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/27/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.51 |
| Parity: |
2.40 |
| Time value: |
0.78 |
| Break-even: |
226.80 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
7.52 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-1.23 |
| Omega: |
5.14 |
| Rho: |
0.02 |
Quote data
| Open: |
5.270 |
| High: |
5.880 |
| Low: |
3.930 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+566.13% |
| 3 Months |
|
|
+308.91% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.290 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,670.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |