DZ Bank Call 27.5 VVD 21.03.2025
/ DE000DY0MBB7
DZ Bank Call 27.5 VVD 21.03.2025/ DE000DY0MBB7 /
| 1/9/2025 5:12:28 PM |
Chg.+0.009 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+11.25% |
0.080
Bid Size: 35,000 |
0.110
Ask Size: 35,000 |
VEOLIA ENVIRONNE. EO... |
27.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DY0MBB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.05 |
| Time value: |
0.11 |
| Break-even: |
28.60 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
11.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.086 |
| High: |
0.100 |
| Low: |
0.084 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.00% |
| 1 Month |
|
|
-50.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.180 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.100 |
| Low (YTD): |
1/8/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |