DZ Bank Call 105 NEM 21.03.2025
/ DE000DQ2L175
DZ Bank Call 105 NEM 21.03.2025/ DE000DQ2L175 /
| 1/10/2025 4:07:42 PM |
Chg.+0.040 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+14.81% |
0.310
Bid Size: 80,000 |
0.320
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
105.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2L17 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.87 |
| Time value: |
0.29 |
| Break-even: |
107.90 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
10.84 |
| Rho: |
0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.370 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.00% |
| 1 Month |
|
|
-24.39% |
| 3 Months |
|
|
-42.59% |
| YTD |
|
|
+29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.200 |
| 1M High / 1M Low: |
0.440 |
0.180 |
| 6M High / 6M Low: |
0.800 |
0.180 |
| High (YTD): |
1/9/2025 |
0.270 |
| Low (YTD): |
1/3/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
481.102 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.45% |
| Volatility 6M: |
|
209.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |