DZ Bank Call 17 NDX1 21.03.2025
/ DE000DQ3MG67
DZ Bank Call 17 NDX1 21.03.2025/ DE000DQ3MG67 /
2024-10-03 4:04:36 PM |
Chg.+0.020 |
Bid4:19:50 PM |
Ask4:19:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.500 Bid Size: 40,000 |
0.520 Ask Size: 40,000 |
NORDEX SE O.N. |
17.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DQ3MG6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.41 |
Parity: |
-4.04 |
Time value: |
0.55 |
Break-even: |
17.55 |
Moneyness: |
0.76 |
Premium: |
0.35 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.06 |
Spread %: |
12.24% |
Delta: |
0.26 |
Theta: |
0.00 |
Omega: |
6.08 |
Rho: |
0.01 |
Quote data
Open: |
0.470 |
High: |
0.520 |
Low: |
0.460 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-33.77% |
1 Month |
|
|
-42.70% |
3 Months |
|
|
+10.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.490 |
1M High / 1M Low: |
1.340 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |