DZ Bank Call 90 NDA 21.03.2025
/ DE000DQ2LP27
DZ Bank Call 90 NDA 21.03.2025/ DE000DQ2LP27 /
12/23/2024 1:12:31 PM |
Chg.-0.040 |
Bid12/23/2024 |
Ask12/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-23.53% |
0.130 Bid Size: 30,000 |
0.140 Ask Size: 30,000 |
AURUBIS AG |
90.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ2LP2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
41.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.37 |
Parity: |
-1.21 |
Time value: |
0.19 |
Break-even: |
91.90 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
10.21 |
Rho: |
0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-45.83% |
1 Month |
|
|
-53.57% |
3 Months |
|
|
+217.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.170 |
1M High / 1M Low: |
0.470 |
0.170 |
6M High / 6M Low: |
0.510 |
0.022 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.281 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
61.538 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
444.11% |
Volatility 6M: |
|
370.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |