DZ Bank Call 5.5 TUI1 21.03.2025/  DE000DQ6QSE3  /

Frankfurt Zert./DZB
2025-01-22  3:12:31 PM Chg.-0.080 Bid9:59:11 PM Ask2025-01-22 Underlying Strike price Expiration date Option type
2.530EUR -3.07% -
Bid Size: -
-
Ask Size: -
TUI AG 5.50 - 2025-03-21 Call
 

Master data

WKN: DQ6QSE
Issuer: DZ Bank AG
Currency: EUR
Underlying: TUI AG
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2025-03-21
Issue date: 2024-08-13
Last trading day: 2025-01-22
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.50
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 3.16
Historic volatility: 0.37
Parity: 1.10
Time value: 1.54
Break-even: 8.14
Moneyness: 1.20
Premium: 0.23
Premium p.a.: 14.39
Spread abs.: 0.30
Spread %: 12.82%
Delta: 0.74
Theta: -0.03
Omega: 1.85
Rho: 0.00
 

Quote data

Open: 2.660
High: 2.660
Low: 2.490
Previous Close: 2.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.07%
3 Months  
+18.22%
YTD
  -14.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.610 2.530
6M High / 6M Low: 3.240 0.880
High (YTD): 2025-01-02 2.880
Low (YTD): 2025-01-16 2.040
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.570
Avg. volume 1M:   0.000
Avg. price 6M:   2.026
Avg. volume 6M:   5.528
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   102.89%
Volatility 1Y:   -
Volatility 3Y:   -