DZ Bank Call 12 IBE1 21.03.2025
/ DE000DQ2LYA9
DZ Bank Call 12 IBE1 21.03.2025/ DE000DQ2LYA9 /
| 17/09/2024 21:34:34 |
Chg.+0.160 |
Bid21:58:21 |
Ask21:58:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+8.70% |
2.020
Bid Size: 1,750 |
2.070
Ask Size: 1,750 |
IBERDROLA INH. EO... |
12.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2LYA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
1.52 |
| Time value: |
0.37 |
| Break-even: |
13.89 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.72% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
6.06 |
| Rho: |
0.05 |
Quote data
| Open: |
1.930 |
| High: |
2.030 |
| Low: |
1.890 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.96% |
| 1 Month |
|
|
+104.08% |
| 3 Months |
|
|
+146.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.610 |
| 1M High / 1M Low: |
2.000 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
