DZ Bank Call 70 NDA 21.03.2025
/ DE000DQ2LPZ4
DZ Bank Call 70 NDA 21.03.2025/ DE000DQ2LPZ4 /
| 02/08/2024 21:34:47 |
Chg.-0.160 |
Bid08:39:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-17.58% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2LPZ |
| 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: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.12 |
| Time value: |
0.78 |
| Break-even: |
77.80 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.19 |
Quote data
| Open: |
0.880 |
| High: |
0.910 |
| Low: |
0.750 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.68% |
| 1 Month |
|
|
-47.92% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.750 |
| 1M High / 1M Low: |
1.440 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
