DZ Bank Call 37 CRIN 20.06.2025
/ DE000DQ2CDE4
DZ Bank Call 37 CRIN 20.06.2025/ DE000DQ2CDE4 /
| 1/23/2025 9:05:37 AM |
Chg.- |
Bid9:02:22 AM |
Ask9:02:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.71EUR |
- |
7.78
Bid Size: 25,000 |
7.80
Ask Size: 25,000 |
UNICREDIT |
37.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DQ2CDE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.64 |
| Intrinsic value: |
5.45 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.28 |
| Parity: |
5.45 |
| Time value: |
0.94 |
| Break-even: |
43.39 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.27% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.67 |
| Rho: |
0.12 |
Quote data
| Open: |
6.71 |
| High: |
6.71 |
| Low: |
6.71 |
| Previous Close: |
6.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
+99.70% |
| 3 Months |
|
|
+27.32% |
| YTD |
|
|
+92.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.12 |
6.35 |
| 1M High / 1M Low: |
7.12 |
3.14 |
| 6M High / 6M Low: |
7.79 |
2.11 |
| High (YTD): |
1/21/2025 |
7.12 |
| Low (YTD): |
1/3/2025 |
3.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.33% |
| Volatility 6M: |
|
163.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |