DZ Bank Call 80 GOB 21.03.2025
/ DE000DQ2LSJ2
DZ Bank Call 80 GOB 21.03.2025/ DE000DQ2LSJ2 /
| 2024-11-12 2:35:25 PM |
Chg.-0.030 |
Bid2:42:45 PM |
Ask2:42:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-2.63% |
1.100
Bid Size: 60,000 |
1.110
Ask Size: 60,000 |
ST GOBAIN ... |
80.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2LSJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
0.28 |
| Break-even: |
91.90 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
4.39% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.90 |
| Rho: |
0.21 |
Quote data
| Open: |
1.110 |
| High: |
1.140 |
| Low: |
1.100 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.37% |
| 1 Month |
|
|
+42.31% |
| 3 Months |
|
|
+177.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.820 |
| 1M High / 1M Low: |
1.140 |
0.670 |
| 6M High / 6M Low: |
1.140 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.74% |
| Volatility 6M: |
|
160.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
