DZ Bank Call 2 CEC 21.03.2025/  DE000DQ2LRP1  /

EUWAX
2024-08-01  6:13:33 PM Chg.-0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.910EUR -7.14% -
Bid Size: -
-
Ask Size: -
CECONOMY AG INH O.N... 2.00 EUR 2025-03-21 Call
 

Master data

WKN: DQ2LRP
Issuer: DZ Bank AG
Currency: EUR
Underlying: CECONOMY AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 2.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.79
Implied volatility: 0.74
Historic volatility: 0.48
Parity: 0.79
Time value: 0.27
Break-even: 3.06
Moneyness: 1.40
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.09
Spread %: 9.28%
Delta: 0.82
Theta: 0.00
Omega: 2.15
Rho: 0.01
 

Quote data

Open: 0.970
High: 0.970
Low: 0.900
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.65%
1 Month
  -22.88%
3 Months  
+71.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.910
1M High / 1M Low: 1.180 0.910
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -