DZ Bank Call 55 AZ2 21.03.2025
/ DE000DQ2LPA7
DZ Bank Call 55 AZ2 21.03.2025/ DE000DQ2LPA7 /
| 1/23/2025 9:09:58 AM |
Chg.+0.010 |
Bid5:59:33 PM |
Ask5:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+6.67% |
0.130
Bid Size: 17,500 |
0.160
Ask Size: 17,500 |
ANDRITZ AG |
55.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LPA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.21 |
| Time value: |
0.18 |
| Break-even: |
56.80 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
12.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+416.13% |
| 3 Months |
|
|
-80.25% |
| YTD |
|
|
+263.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.150 |
0.031 |
| 6M High / 6M Low: |
1.230 |
0.030 |
| High (YTD): |
1/22/2025 |
0.150 |
| Low (YTD): |
1/10/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.26% |
| Volatility 6M: |
|
263.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |