DZ Bank Call 95 SQU 21.03.2025
/ DE000DQ4KA15
DZ Bank Call 95 SQU 21.03.2025/ DE000DQ4KA15 /
9/6/2024 9:34:53 PM |
Chg.-0.110 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
-6.18% |
1.670 Bid Size: 1,750 |
1.720 Ask Size: 1,750 |
VINCI S.A. INH. EO... |
95.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
DQ4KA1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
6/17/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.41 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
1.41 |
Time value: |
0.31 |
Break-even: |
112.20 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
2.99% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
5.45 |
Rho: |
0.41 |
Quote data
Open: |
1.760 |
High: |
1.770 |
Low: |
1.670 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.38% |
1 Month |
|
|
+25.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.530 |
1M High / 1M Low: |
1.780 |
1.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.477 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |