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: |
|
- |