DZ Bank Call 62.5 BSN 21.03.2025
/ DE000DQ2LSY1
DZ Bank Call 62.5 BSN 21.03.2025/ DE000DQ2LSY1 /
| 1/24/2025 9:42:47 PM |
Chg.-0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-5.56% |
0.340
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
62.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LSY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
0.24 |
| Time value: |
0.12 |
| Break-even: |
66.10 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
13.01 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.310 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.270 |
| 6M High / 6M Low: |
0.650 |
0.210 |
| High (YTD): |
1/9/2025 |
0.450 |
| Low (YTD): |
1/14/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.44% |
| Volatility 6M: |
|
171.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |