DZ Bank Call 150 CGM 21.03.2025
/ DE000DQ96UG8
DZ Bank Call 150 CGM 21.03.2025/ DE000DQ96UG8 /
| 1/24/2025 9:42:23 PM |
Chg.+0.180 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
+9.52% |
2.070
Bid Size: 2,500 |
2.130
Ask Size: 2,500 |
CAPGEMINI SE INH. EO... |
150.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ96UG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
1.75 |
| Time value: |
0.38 |
| Break-even: |
171.30 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
2.90% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
6.25 |
| Rho: |
0.17 |
Quote data
| Open: |
2.080 |
| High: |
2.170 |
| Low: |
1.990 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.49% |
| 1 Month |
|
|
+41.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
+40.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.730 |
| 1M High / 1M Low: |
2.070 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.070 |
| Low (YTD): |
1/14/2025 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |