DZ Bank Call 2.5 CEC 21.03.2025
/ DE000DQ2LRR7
DZ Bank Call 2.5 CEC 21.03.2025/ DE000DQ2LRR7 /
16/08/2024 21:34:51 |
Chg.+0.060 |
Bid21:55:05 |
Ask21:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+9.84% |
0.670 Bid Size: 6,500 |
0.730 Ask Size: 6,500 |
CECONOMY AG INH O.N... |
2.50 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DQ2LRR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CECONOMY AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.55 |
Historic volatility: |
0.49 |
Parity: |
0.34 |
Time value: |
0.33 |
Break-even: |
3.17 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.06 |
Spread %: |
9.84% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
3.02 |
Rho: |
0.01 |
Quote data
Open: |
0.620 |
High: |
0.740 |
Low: |
0.620 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.67% |
1 Month |
|
|
-15.19% |
3 Months |
|
|
+11.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.420 |
1M High / 1M Low: |
0.790 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.612 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |