DZ Bank Call 110 NEM 21.03.2025
/ DE000DQ2L183
DZ Bank Call 110 NEM 21.03.2025/ DE000DQ2L183 /
| 24/01/2025 21:42:47 |
Chg.+0.050 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+6.25% |
0.860
Bid Size: 8,000 |
0.890
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
110.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2L18 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.34 |
| Time value: |
0.55 |
| Break-even: |
118.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
7.89 |
| Rho: |
0.09 |
Quote data
| Open: |
0.850 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+400.00% |
| 1 Month |
|
|
+507.14% |
| 3 Months |
|
|
+73.47% |
| YTD |
|
|
+608.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.550 |
| 1M High / 1M Low: |
0.850 |
0.080 |
| 6M High / 6M Low: |
0.850 |
0.070 |
| High (YTD): |
24/01/2025 |
0.850 |
| Low (YTD): |
14/01/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
977.79% |
| Volatility 6M: |
|
466.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |