DZ Bank Call 70 NDA 21.03.2025
/ DE000DQ2LPZ4
DZ Bank Call 70 NDA 21.03.2025/ DE000DQ2LPZ4 /
| 1/10/2025 8:26:42 AM |
Chg.-0.010 |
Bid9:00:02 AM |
Ask9:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LPZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
0.34 |
| Time value: |
0.36 |
| Break-even: |
77.00 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
6.85 |
| Rho: |
0.08 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.26% |
| 1 Month |
|
|
-59.01% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
-31.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.660 |
| 1M High / 1M Low: |
1.700 |
0.660 |
| 6M High / 6M Low: |
1.700 |
0.300 |
| High (YTD): |
1/6/2025 |
0.910 |
| Low (YTD): |
1/8/2025 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.34% |
| Volatility 6M: |
|
226.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |