DZ Bank Call 2 AT1 21.03.2025
/ DE000DQ2NCR5
DZ Bank Call 2 AT1 21.03.2025/ DE000DQ2NCR5 /
| 1/24/2025 8:29:05 AM |
Chg.+0.100 |
Bid7:59:01 PM |
Ask7:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+16.13% |
0.660
Bid Size: 5,000 |
0.800
Ask Size: 5,000 |
AROUNDTOWN EO-,01 |
2.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2NCR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
2.75 |
| Historic volatility: |
0.56 |
| Parity: |
0.08 |
| Time value: |
0.80 |
| Break-even: |
2.88 |
| Moneyness: |
1.04 |
| Premium: |
0.38 |
| Premium p.a.: |
7.34 |
| Spread abs.: |
0.18 |
| Spread %: |
25.71% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
1.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-28.71% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.620 |
| 1M High / 1M Low: |
0.900 |
0.500 |
| 6M High / 6M Low: |
1.190 |
0.280 |
| High (YTD): |
1/2/2025 |
0.900 |
| Low (YTD): |
1/15/2025 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.760 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.10% |
| Volatility 6M: |
|
150.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |