DZ Bank Call 95 NDA 21.03.2025
/ DE000DQ3N955
DZ Bank Call 95 NDA 21.03.2025/ DE000DQ3N955 /
| 2024-07-31 9:35:20 PM |
Chg.+0.010 |
Bid8:10:03 AM |
Ask8:10:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.090
Bid Size: 10,500 |
0.140
Ask Size: 10,500 |
AURUBIS AG |
95.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ3N95 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
51.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.32 |
| Parity: |
-2.30 |
| Time value: |
0.14 |
| Break-even: |
96.40 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.06 |
| Spread %: |
75.00% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.77 |
| Rho: |
0.07 |
Quote data
| Open: |
0.080 |
| High: |
0.120 |
| Low: |
0.080 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-60.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.230 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
