DZ Bank Call 12 TEG 21.03.2025
/ DE000DQ2NM85
DZ Bank Call 12 TEG 21.03.2025/ DE000DQ2NM85 /
| 08/11/2024 13:35:22 |
Chg.+0.240 |
Bid13:41:28 |
Ask13:41:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+6.47% |
3.980
Bid Size: 20,000 |
4.010
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2NM8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
3.17 |
| Time value: |
0.62 |
| Break-even: |
15.79 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
2.43% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.03 |
Quote data
| Open: |
3.720 |
| High: |
3.950 |
| Low: |
3.720 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.05% |
| 1 Month |
|
|
-13.38% |
| 3 Months |
|
|
+23.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.560 |
| 1M High / 1M Low: |
5.080 |
3.560 |
| 6M High / 6M Low: |
5.390 |
2.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.864 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.50% |
| Volatility 6M: |
|
86.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
