DZ Bank Call 22.5 COK 21.03.2025
/ DE000DY0VEL1
DZ Bank Call 22.5 COK 21.03.2025/ DE000DY0VEL1 /
| 24/01/2025 18:09:44 |
Chg.+0.010 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
CANCOM SE O.N. |
22.50 - |
21/03/2025 |
Call |
Master data
| WKN: |
DY0VEL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CANCOM SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
21/03/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
0.19 |
| Time value: |
0.10 |
| Break-even: |
25.40 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
26.09% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
6.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.220 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.260 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
0.260 |
| Low (YTD): |
14/01/2025 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |