DZ Bank Call 75 AZ2 21.03.2025
/ DE000DQ2LPF6
DZ Bank Call 75 AZ2 21.03.2025/ DE000DQ2LPF6 /
2024-08-30 8:04:39 PM |
Chg.-0.007 |
Bid2024-08-30 |
Ask2024-08-30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-12.28% |
0.050 Bid Size: 12,500 |
0.077 Ask Size: 12,500 |
ANDRITZ AG |
75.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DQ2LPF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
69.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
-1.56 |
Time value: |
0.09 |
Break-even: |
75.86 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
53.57% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
10.79 |
Rho: |
0.05 |
Quote data
Open: |
0.063 |
High: |
0.067 |
Low: |
0.050 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.05% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
+108.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.042 |
1M High / 1M Low: |
0.060 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
402.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |