DZ Bank Call 95 NEM 21.03.2025/  DE000DQ2L159  /

Frankfurt Zert./DZB
1/24/2025  9:42:34 PM Chg.+0.080 Bid9:59:07 PM Ask9:59:07 PM 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 - 3/21/2025 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: 3/21/2025
Issue date: 4/12/2024
Last trading day: 3/20/2025
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): 1/24/2025 1.960
Low (YTD): 1/14/2025 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:   -