DZ Bank Call 36 PAH3 17.01.2025
/ DE000DQ90BJ5
DZ Bank Call 36 PAH3 17.01.2025/ DE000DQ90BJ5 /
| 09/01/2025 21:42:47 |
Chg.-0.027 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-30.68% |
0.062
Bid Size: 8,500 |
0.072
Ask Size: 8,500 |
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: |
0.083 |
| High: |
0.083 |
| Low: |
0.058 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.00% |
| 1 Month |
|
|
-39.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-49.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.088 |
| 1M High / 1M Low: |
0.140 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.140 |
| Low (YTD): |
08/01/2025 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |