DZ Bank Call 220 SRT3 21.03.2025
/ DE000DQ4RCA8
DZ Bank Call 220 SRT3 21.03.2025/ DE000DQ4RCA8 /
| 23/01/2025 21:42:34 |
Chg.+0.090 |
Bid21:58:25 |
Ask21:58:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
+2.39% |
3.910
Bid Size: 2,500 |
3.970
Ask Size: 2,500 |
SARTORIUS AG VZO O.N... |
220.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ4RCA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
2.94 |
| Time value: |
0.88 |
| Break-even: |
258.20 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
1.60% |
| Delta: |
0.77 |
| Theta: |
-0.15 |
| Omega: |
5.01 |
| Rho: |
0.24 |
Quote data
| Open: |
3.840 |
| High: |
4.080 |
| Low: |
3.650 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.46% |
| 1 Month |
|
|
+109.78% |
| 3 Months |
|
|
-20.58% |
| YTD |
|
|
+131.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.860 |
2.600 |
| 1M High / 1M Low: |
3.860 |
1.500 |
| 6M High / 6M Low: |
6.700 |
1.500 |
| High (YTD): |
23/01/2025 |
3.860 |
| Low (YTD): |
03/01/2025 |
1.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.706 |
| Avg. volume 1M: |
|
44.444 |
| Avg. price 6M: |
|
3.838 |
| Avg. volume 6M: |
|
6.299 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.45% |
| Volatility 6M: |
|
188.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |