DZ Bank Call 55 0B2 21.03.2025
/ DE000DQ2LQP3
DZ Bank Call 55 0B2 21.03.2025/ DE000DQ2LQP3 /
16/08/2024 09:09:02 |
Chg.+0.06 |
Bid20:00:17 |
Ask20:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
+3.97% |
1.53 Bid Size: 12,500 |
1.58 Ask Size: 12,500 |
BAWAG GROUP AG |
55.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DQ2LQP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.25 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
1.25 |
Time value: |
0.38 |
Break-even: |
71.30 |
Moneyness: |
1.23 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
3.82% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
3.35 |
Rho: |
0.23 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.51 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.16% |
1 Month |
|
|
+14.60% |
3 Months |
|
|
+74.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.34 |
1M High / 1M Low: |
1.65 |
1.04 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |