DZ Bank Call 16 NDX1 20.06.2025
/ DE000DQ2LL39
DZ Bank Call 16 NDX1 20.06.2025/ DE000DQ2LL39 /
| 04/11/2024 15:05:50 |
Chg.+0.040 |
Bid15:06:05 |
Ask15:06:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.630
Bid Size: 40,000 |
0.650
Ask Size: 40,000 |
NORDEX SE O.N. |
16.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DQ2LL3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.40 |
| Parity: |
-2.75 |
| Time value: |
0.64 |
| Break-even: |
16.64 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
6.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.580 |
| High: |
0.650 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.33% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-6.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.540 |
| 1M High / 1M Low: |
0.750 |
0.540 |
| 6M High / 6M Low: |
1.200 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.20% |
| Volatility 6M: |
|
137.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
