DZ Bank Call 70 NDA 21.03.2025/  DE000DQ2LPZ4  /

Frankfurt Zert./DZB
24/01/2025  21:42:47 Chg.-0.040 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
0.640EUR -5.88% 0.650
Bid Size: 3,000
0.680
Ask Size: 3,000
AURUBIS AG 70.00 - 21/03/2025 Call
 

Master data

WKN: DQ2LPZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 21/03/2025
Issue date: 12/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.40
Implied volatility: 0.39
Historic volatility: 0.37
Parity: 0.40
Time value: 0.29
Break-even: 76.80
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 4.62%
Delta: 0.68
Theta: -0.04
Omega: 7.38
Rho: 0.07
 

Quote data

Open: 0.690
High: 0.760
Low: 0.640
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.25%
1 Month
  -40.74%
3 Months     0.00%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.640
1M High / 1M Low: 0.960 0.510
6M High / 6M Low: 1.690 0.300
High (YTD): 06/01/2025 0.890
Low (YTD): 10/01/2025 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.30%
Volatility 6M:   216.55%
Volatility 1Y:   -
Volatility 3Y:   -