DZ Bank Call 5.5 ENL 21.03.2025
/ DE000DQ2NFS6
DZ Bank Call 5.5 ENL 21.03.2025/ DE000DQ2NFS6 /
| 2024-08-09 10:34:44 AM |
Chg.0.000 |
Bid10:40:12 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
0.00% |
1.130
Bid Size: 65,000 |
-
Ask Size: - |
ENEL S.P.A. ... |
5.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2NFS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.93 |
| Time value: |
0.15 |
| Break-even: |
6.58 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.05 |
| Spread %: |
-4.42% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
5.48 |
| Rho: |
0.03 |
Quote data
| Open: |
1.090 |
| High: |
1.120 |
| Low: |
1.090 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-2.61% |
| 3 Months |
|
|
+0.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.980 |
| 1M High / 1M Low: |
1.370 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
