DZ Bank Call 42.5 EBO 21.03.2025
/ DE000DQ2P0A5
DZ Bank Call 42.5 EBO 21.03.2025/ DE000DQ2P0A5 /
| 10/18/2024 11:04:47 AM |
Chg.0.000 |
Bid11:08:54 AM |
Ask11:08:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.870
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2P0A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.18 |
| Break-even: |
51.80 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
6.90% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.13 |
Quote data
| Open: |
0.830 |
| High: |
0.860 |
| Low: |
0.830 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
+26.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
0.910 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.19% |
| Volatility 6M: |
|
116.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
