DZ Bank Call 3.25 IES 20.06.2025
/ DE000DQ1GNJ5
DZ Bank Call 3.25 IES 20.06.2025/ DE000DQ1GNJ5 /
| 10/07/2024 21:34:54 |
Chg.+0.010 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.500
Bid Size: 5,000 |
0.530
Ask Size: 5,000 |
INTESA SANPAOLO |
3.25 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DQ1GNJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.25 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
11/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.21 |
| Break-even: |
3.76 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
5.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.510 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-5.77% |
| 3 Months |
|
|
+53.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.480 |
| 1M High / 1M Low: |
0.520 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
