DZ Bank Call 27.5 EVN 20.06.2025
/ DE000DQ2WS05
DZ Bank Call 27.5 EVN 20.06.2025/ DE000DQ2WS05 /
8/30/2024 9:12:40 AM |
Chg.0.000 |
Bid1:12:27 PM |
Ask1:12:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
0.00% |
0.630 Bid Size: 50,000 |
0.640 Ask Size: 50,000 |
EVN AG |
27.50 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DQ2WS0 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
6/20/2025 |
Issue date: |
4/22/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.37 |
Historic volatility: |
0.15 |
Parity: |
0.33 |
Time value: |
0.29 |
Break-even: |
33.60 |
Moneyness: |
1.12 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
3.65 |
Rho: |
0.13 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.550 |
1M High / 1M Low: |
0.600 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |