DZ Bank Call 220 ADS 21.02.2025
/ DE000DY1MLW0
DZ Bank Call 220 ADS 21.02.2025/ DE000DY1MLW0 /
| 1/10/2025 7:12:35 PM |
Chg.-0.140 |
Bid7:18:50 PM |
Ask7:18:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
-4.81% |
2.780
Bid Size: 20,000 |
2.840
Ask Size: 20,000 |
ADIDAS AG NA O.N. |
220.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
DY1MLW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
2.60 |
| Time value: |
0.37 |
| Break-even: |
249.70 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
2.06% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
6.90 |
| Rho: |
0.20 |
Quote data
| Open: |
2.820 |
| High: |
3.100 |
| Low: |
2.670 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+33.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
1.850 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
2.910 |
| Low (YTD): |
1/3/2025 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |