DZ Bank Call 105 NEM 21.03.2025
/ DE000DQ2L175
DZ Bank Call 105 NEM 21.03.2025/ DE000DQ2L175 /
| 1/10/2025 9:42:33 PM |
Chg.+0.080 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+30.77% |
0.340
Bid Size: 8,000 |
0.370
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
105.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2L17 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.87 |
| Time value: |
0.29 |
| Break-even: |
107.90 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
10.84 |
| Rho: |
0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.380 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.00% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-35.85% |
| YTD |
|
|
+54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.450 |
0.180 |
| 6M High / 6M Low: |
0.820 |
0.180 |
| High (YTD): |
1/9/2025 |
0.260 |
| Low (YTD): |
1/3/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.05% |
| Volatility 6M: |
|
210.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |