DZ Bank Call 65 NDA 21.03.2025
/ DE000DQ3BKW1
DZ Bank Call 65 NDA 21.03.2025/ DE000DQ3BKW1 /
| 1/24/2025 9:42:51 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-2.88% |
1.010
Bid Size: 3,000 |
1.070
Ask Size: 3,000 |
AURUBIS AG |
65.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ3BKW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
0.90 |
| Time value: |
0.18 |
| Break-even: |
75.70 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
5.94% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
5.57 |
| Rho: |
0.07 |
Quote data
| Open: |
1.050 |
| High: |
1.150 |
| Low: |
1.010 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
-30.34% |
| 3 Months |
|
|
+8.60% |
| YTD |
|
|
-24.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.010 |
| 1M High / 1M Low: |
1.340 |
0.830 |
| 6M High / 6M Low: |
2.080 |
0.490 |
| High (YTD): |
1/6/2025 |
1.260 |
| Low (YTD): |
1/10/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.80% |
| Volatility 6M: |
|
181.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |