DZ Bank Call 295 ALV 21.02.2025
/ DE000DY1K3V5
DZ Bank Call 295 ALV 21.02.2025/ DE000DY1K3V5 /
| 1/24/2025 9:42:38 PM |
Chg.-0.130 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-7.60% |
1.580
Bid Size: 4,000 |
1.660
Ask Size: 4,000 |
ALLIANZ SE NA O.N. |
295.00 - |
2/21/2025 |
Call |
Master data
| WKN: |
DY1K3V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 - |
| Maturity: |
2/21/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.39 |
| Time value: |
0.27 |
| Break-even: |
311.60 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
5.06% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
14.89 |
| Rho: |
0.17 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.530 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.91% |
| 1 Month |
|
|
+110.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
+90.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.270 |
| 1M High / 1M Low: |
1.710 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.710 |
| Low (YTD): |
1/13/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |