DZ Bank Call 37.5 EBO 19.12.2025
/ DE000DQ03001
DZ Bank Call 37.5 EBO 19.12.2025/ DE000DQ03001 /
28/06/2024 21:34:48 |
Chg.-0.020 |
Bid21:58:08 |
Ask21:58:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-2.04% |
0.960 Bid Size: 5,000 |
1.020 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
37.50 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DQ0300 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 EUR |
Maturity: |
19/12/2025 |
Issue date: |
01/03/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.67 |
Time value: |
0.35 |
Break-even: |
47.70 |
Moneyness: |
1.18 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
6.25% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
3.54 |
Rho: |
0.38 |
Quote data
Open: |
0.970 |
High: |
0.990 |
Low: |
0.950 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.49% |
1 Month |
|
|
-4.95% |
3 Months |
|
|
+43.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.930 |
1M High / 1M Low: |
1.080 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.954 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |