DZ Bank Call 40 EBO 21.03.2025
/ DE000DQ2LU46
DZ Bank Call 40 EBO 21.03.2025/ DE000DQ2LU46 /
| 11/8/2024 9:34:53 PM |
Chg.-0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-1.42% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
1.35 |
| Time value: |
0.13 |
| Break-even: |
54.80 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
6.47% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.22 |
| Rho: |
0.12 |
Quote data
| Open: |
1.390 |
| High: |
1.400 |
| Low: |
1.350 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.80% |
| 1 Month |
|
|
+39.00% |
| 3 Months |
|
|
+69.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.240 |
| 1M High / 1M Low: |
1.410 |
0.960 |
| 6M High / 6M Low: |
1.410 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.891 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.49% |
| Volatility 6M: |
|
97.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
