DZ Bank Call 95 NEM 21.03.2025
/ DE000DQ2L159
DZ Bank Call 95 NEM 21.03.2025/ DE000DQ2L159 /
| 24/01/2025 21:42:34 |
Chg.+0.080 |
Bid21:59:07 |
Ask21:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+4.26% |
1.960
Bid Size: 8,000 |
2.080
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
95.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2L15 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
1.84 |
| Time value: |
0.24 |
| Break-even: |
115.80 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
6.12% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
4.60 |
| Rho: |
0.11 |
Quote data
| Open: |
1.960 |
| High: |
2.000 |
| Low: |
1.900 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+145.00% |
| 1 Month |
|
|
+196.97% |
| 3 Months |
|
|
+56.80% |
| YTD |
|
|
+226.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.520 |
| 1M High / 1M Low: |
1.960 |
0.570 |
| 6M High / 6M Low: |
1.960 |
0.520 |
| High (YTD): |
24/01/2025 |
1.960 |
| Low (YTD): |
14/01/2025 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.912 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.52% |
| Volatility 6M: |
|
211.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |