DZ Bank Call 240 HNR1 21.03.2025
/ DE000DQ3JBF8
DZ Bank Call 240 HNR1 21.03.2025/ DE000DQ3JBF8 /
| 09/01/2025 21:42:24 |
Chg.0.000 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
0.00% |
2.010
Bid Size: 1,250 |
2.070
Ask Size: 1,250 |
HANNOVER RUECK SE NA... |
240.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DQ3JBF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.51 |
| Time value: |
0.59 |
| Break-even: |
261.00 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.94% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
9.04 |
| Rho: |
0.33 |
Quote data
| Open: |
2.030 |
| High: |
2.140 |
| Low: |
1.870 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.84% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-11.89% |
| YTD |
|
|
+70.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.410 |
| 1M High / 1M Low: |
2.180 |
1.170 |
| 6M High / 6M Low: |
3.180 |
0.700 |
| High (YTD): |
08/01/2025 |
2.000 |
| Low (YTD): |
02/01/2025 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.95% |
| Volatility 6M: |
|
179.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |