DZ Bank Call 27.5 EVN 21.03.2025
/ DE000DQ2LVE7
DZ Bank Call 27.5 EVN 21.03.2025/ DE000DQ2LVE7 /
8/30/2024 1:34:42 PM |
Chg.+0.060 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+11.32% |
0.590 Bid Size: 50,000 |
0.600 Ask Size: 50,000 |
EVN AG |
27.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ2LVE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.39 |
Historic volatility: |
0.15 |
Parity: |
0.33 |
Time value: |
0.24 |
Break-even: |
33.10 |
Moneyness: |
1.12 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
5.66% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
3.98 |
Rho: |
0.09 |
Quote data
Open: |
0.550 |
High: |
0.590 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.69% |
1 Month |
|
|
+15.69% |
3 Months |
|
|
+59.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.500 |
1M High / 1M Low: |
0.530 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |