DZ Bank Call 27.5 EVN 19.12.2025
/ DE000DQ2WS13
DZ Bank Call 27.5 EVN 19.12.2025/ DE000DQ2WS13 /
2024-08-05 3:04:37 PM |
Chg.-0.080 |
Bid3:06:14 PM |
Ask3:06:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-12.90% |
0.550 Bid Size: 50,000 |
0.560 Ask Size: 50,000 |
EVN AG |
27.50 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DQ2WS1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-04-22 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.35 |
Historic volatility: |
0.15 |
Parity: |
0.23 |
Time value: |
0.43 |
Break-even: |
34.10 |
Moneyness: |
1.08 |
Premium: |
0.14 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
4.76% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
3.16 |
Rho: |
0.20 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.540 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.40% |
1 Month |
|
|
-20.59% |
3 Months |
|
|
+17.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.620 |
1M High / 1M Low: |
0.680 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
31.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |