DZ Bank Call 45 GBF 21.03.2025
/ DE000DQ2LRE5
DZ Bank Call 45 GBF 21.03.2025/ DE000DQ2LRE5 /
| 24/01/2025 21:42:47 |
Chg.-0.050 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-10.00% |
0.450
Bid Size: 6,000 |
0.510
Ask Size: 6,000 |
BILFINGER SE O.N. |
45.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2LRE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.37 |
| Time value: |
0.15 |
| Break-even: |
50.10 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
13.33% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
7.01 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.450 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.16% |
| 1 Month |
|
|
+21.62% |
| 3 Months |
|
|
+32.35% |
| YTD |
|
|
+32.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.340 |
| 1M High / 1M Low: |
0.500 |
0.210 |
| 6M High / 6M Low: |
0.970 |
0.180 |
| High (YTD): |
23/01/2025 |
0.500 |
| Low (YTD): |
14/01/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.62% |
| Volatility 6M: |
|
177.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |