DZ Bank Call 48 SHL 19.12.2025
/ DE000DQ2WTR0
DZ Bank Call 48 SHL 19.12.2025/ DE000DQ2WTR0 /
2024-08-01 8:27:42 AM |
Chg.-0.070 |
Bid11:20:12 AM |
Ask11:20:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-9.21% |
0.640 Bid Size: 150,000 |
0.650 Ask Size: 150,000 |
SIEMENS HEALTH.AG NA... |
48.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DQ2WTR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-04-22 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
0.16 |
Time value: |
0.54 |
Break-even: |
55.00 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
4.80 |
Rho: |
0.37 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.37% |
1 Month |
|
|
-34.29% |
3 Months |
|
|
-31.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.760 |
1M High / 1M Low: |
1.130 |
0.760 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |