DZ Bank Call 50 AZ2 21.03.2025
/ DE000DQ28BA4
DZ Bank Call 50 AZ2 21.03.2025/ DE000DQ28BA4 /
| 29/08/2024 09:06:46 |
Chg.- |
Bid08:10:04 |
Ask08:10:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
- |
1.16
Bid Size: 17,500 |
1.21
Ask Size: 17,500 |
ANDRITZ AG |
50.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ28BA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
03/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.86 |
| Time value: |
0.30 |
| Break-even: |
61.50 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
5.50% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.20 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.44% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.09 |
| 1M High / 1M Low: |
1.18 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
