DZ Bank Call 75 NEM 21.03.2025
/ DE000DQ2X6Q8
DZ Bank Call 75 NEM 21.03.2025/ DE000DQ2X6Q8 /
| 1/10/2025 4:04:52 PM |
Chg.+0.13 |
Bid4:17:03 PM |
Ask4:17:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+5.78% |
2.37
Bid Size: 80,000 |
2.42
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
75.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2X6Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
2.14 |
| Time value: |
0.25 |
| Break-even: |
98.80 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
6.73% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.49 |
| Rho: |
0.11 |
Quote data
| Open: |
2.22 |
| High: |
2.52 |
| Low: |
2.22 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
-3.25% |
| YTD |
|
|
+13.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.03 |
| 1M High / 1M Low: |
2.53 |
1.90 |
| 6M High / 6M Low: |
3.15 |
1.65 |
| High (YTD): |
1/9/2025 |
2.25 |
| Low (YTD): |
1/3/2025 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.25% |
| Volatility 6M: |
|
87.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |