DZ Bank Call 70 NDA 21.03.2025
/ DE000DQ2H769
DZ Bank Call 70 NDA 21.03.2025/ DE000DQ2H769 /
| 31/07/2024 18:12:22 |
Chg.+0.020 |
Bid18:24:38 |
Ask18:24:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.410
Bid Size: 10,500 |
0.460
Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2H76 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
16.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.32 |
| Parity: |
0.07 |
| Time value: |
0.37 |
| Break-even: |
74.40 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
10.22 |
| Rho: |
0.26 |
Quote data
| Open: |
0.390 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.490 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
