DZ Bank Call 40 EBO 21.03.2025
/ DE000DQ2LU46
DZ Bank Call 40 EBO 21.03.2025/ DE000DQ2LU46 /
| 9/2/2024 7:04:35 PM |
Chg.+0.020 |
Bid9/2/2024 |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+1.82% |
1.120
Bid Size: 17,500 |
1.170
Ask Size: 17,500 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LU4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.95 |
| Time value: |
0.22 |
| Break-even: |
51.70 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
5.41% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
0.16 |
Quote data
| Open: |
1.120 |
| High: |
1.170 |
| Low: |
1.090 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
+41.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.030 |
| 1M High / 1M Low: |
1.100 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
