DZ Bank Call 20 EVN 20.06.2025
/ DE000DY1FP20
DZ Bank Call 20 EVN 20.06.2025/ DE000DY1FP20 /
20/12/2024 21:42:22 |
Chg.+0.020 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+8.33% |
0.260 Bid Size: 5,000 |
0.290 Ask Size: 5,000 |
EVN AG |
20.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DY1FP2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
19/12/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
0.11 |
Time value: |
0.18 |
Break-even: |
22.90 |
Moneyness: |
1.06 |
Premium: |
0.09 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
4.73 |
Rho: |
0.05 |
Quote data
Open: |
0.230 |
High: |
0.270 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |