DZ Bank Call 115 BEI 17.01.2025
/ DE000DQ93LT7
DZ Bank Call 115 BEI 17.01.2025/ DE000DQ93LT7 /
| 1/10/2025 7:12:25 PM |
Chg.-0.080 |
Bid7:30:47 PM |
Ask7:30:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-6.02% |
1.250
Bid Size: 16,000 |
1.310
Ask Size: 16,000 |
BEIERSDORF AG O.N. |
115.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
DQ93LT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.16 |
| Parity: |
1.31 |
| Time value: |
0.08 |
| Break-even: |
128.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
8.13 |
| Rho: |
0.02 |
Quote data
| Open: |
1.330 |
| High: |
1.340 |
| Low: |
1.150 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.34% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
+38.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.770 |
| 1M High / 1M Low: |
1.330 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.330 |
| Low (YTD): |
1/3/2025 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |