DZ Bank Call 100 NEM 21.03.2025
/ DE000DQ2L167
DZ Bank Call 100 NEM 21.03.2025/ DE000DQ2L167 /
| 23/12/2024 08:12:26 |
Chg.-0.020 |
Bid08:18:03 |
Ask08:18:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
0.370
Bid Size: 28,000 |
0.390
Ask Size: 28,000 |
NEMETSCHEK SE O.N. |
100.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2L16 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.68 |
| Time value: |
0.42 |
| Break-even: |
104.20 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
8.77 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-28.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.880 |
0.320 |
| 6M High / 6M Low: |
1.120 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.03% |
| Volatility 6M: |
|
187.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
