DZ Bank Call 15 GLJ 21.03.2025
/ DE000DQ96U08
DZ Bank Call 15 GLJ 21.03.2025/ DE000DQ96U08 /
| 1/24/2025 3:06:58 PM |
Chg.+0.040 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
0.210
Bid Size: 40,000 |
0.240
Ask Size: 40,000 |
GRENKE AG NA O.N. |
15.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ96U0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRENKE AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.42 |
| Parity: |
0.16 |
| Time value: |
0.11 |
| Break-even: |
17.70 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.09 |
| Spread %: |
50.00% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.210 |
| Low: |
0.170 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+90.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.170 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/15/2025 |
0.210 |
| Low (YTD): |
1/3/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |