DZ Bank Call 36 PAH3 21.02.2025
/ DE000DY1LFD4
DZ Bank Call 36 PAH3 21.02.2025/ DE000DY1LFD4 /
| 24/01/2025 09:12:38 |
Chg.+0.020 |
Bid09:26:06 |
Ask09:26:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
0.220
Bid Size: 85,000 |
0.230
Ask Size: 85,000 |
PORSCHE AUTOM.HLDG V... |
36.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
DY1LFD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.09 |
| Time value: |
0.10 |
| Break-even: |
37.90 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
12.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+61.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.150 |
| 1M High / 1M Low: |
0.210 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.210 |
| Low (YTD): |
14/01/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |