DZ Bank Call 55 AZ2 21.03.2025
/ DE000DQ2LPA7
DZ Bank Call 55 AZ2 21.03.2025/ DE000DQ2LPA7 /
| 8/30/2024 2:34:35 PM |
Chg.0.000 |
Bid2:48:24 PM |
Ask2:48:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
0.790
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
ANDRITZ AG |
55.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LPA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.44 |
| Time value: |
0.37 |
| Break-even: |
63.10 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.21 |
| Rho: |
0.19 |
Quote data
| Open: |
0.780 |
| High: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-1.27% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.720 |
| 1M High / 1M Low: |
0.820 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
