DZ Bank Call 38 CRIN 21.03.2025
/ DE000DQ2NPC9
DZ Bank Call 38 CRIN 21.03.2025/ DE000DQ2NPC9 /
| 24/01/2025 09:12:13 |
Chg.+0.77 |
Bid20:36:40 |
Ask20:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.28EUR |
+13.97% |
6.32
Bid Size: 5,000 |
6.40
Ask Size: 5,000 |
UNICREDIT |
38.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2NPC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.89 |
| Intrinsic value: |
5.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
5.53 |
| Time value: |
0.83 |
| Break-even: |
44.35 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.28% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
5.70 |
| Rho: |
0.05 |
Quote data
| Open: |
6.28 |
| High: |
6.28 |
| Low: |
6.28 |
| Previous Close: |
5.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.60% |
| 1 Month |
|
|
+194.84% |
| 3 Months |
|
|
+52.80% |
| YTD |
|
|
+167.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.84 |
5.04 |
| 1M High / 1M Low: |
5.84 |
2.09 |
| 6M High / 6M Low: |
5.97 |
1.60 |
| High (YTD): |
21/01/2025 |
5.84 |
| Low (YTD): |
03/01/2025 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.09% |
| Volatility 6M: |
|
194.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |