DZ Bank Call 220 HNR1 21.03.2025
/ DE000DQ3JBE1
DZ Bank Call 220 HNR1 21.03.2025/ DE000DQ3JBE1 /
| 24/01/2025 18:13:20 |
Chg.-0.41 |
Bid21:06:26 |
Ask21:06:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.98EUR |
-9.34% |
3.95
Bid Size: 5,000 |
4.04
Ask Size: 5,000 |
HANNOVER RUECK SE NA... |
220.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ3JBE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
4.15 |
| Time value: |
0.33 |
| Break-even: |
264.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
2.05% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
5.18 |
| Rho: |
0.29 |
Quote data
| Open: |
4.40 |
| High: |
4.40 |
| Low: |
3.98 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+35.37% |
| 3 Months |
|
|
+16.04% |
| YTD |
|
|
+47.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.62 |
| 1M High / 1M Low: |
4.39 |
2.69 |
| 6M High / 6M Low: |
4.89 |
1.44 |
| High (YTD): |
23/01/2025 |
4.39 |
| Low (YTD): |
14/01/2025 |
3.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.89% |
| Volatility 6M: |
|
129.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |