DZ Bank Call 2 AT1 21.03.2025
/ DE000DQ2NCR5
DZ Bank Call 2 AT1 21.03.2025/ DE000DQ2NCR5 /
| 12/11/2024 16:04:54 |
Chg.0.000 |
Bid16:05:35 |
Ask16:05:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
0.820
Bid Size: 20,000 |
0.860
Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2NCR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
1.95 |
| Historic volatility: |
0.57 |
| Parity: |
0.08 |
| Time value: |
0.86 |
| Break-even: |
2.94 |
| Moneyness: |
1.04 |
| Premium: |
0.41 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.12 |
| Spread %: |
14.63% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
1.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.810 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.19% |
| 1 Month |
|
|
-18.63% |
| 3 Months |
|
|
+130.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.730 |
| 1M High / 1M Low: |
1.100 |
0.730 |
| 6M High / 6M Low: |
1.100 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.27% |
| Volatility 6M: |
|
149.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
