DZ Bank Call 82.5 NEM 21.03.2025
/ DE000DQ2WS96
DZ Bank Call 82.5 NEM 21.03.2025/ DE000DQ2WS96 /
| 24/01/2025 21:42:38 |
Chg.+0.080 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+2.66% |
3.100
Bid Size: 8,000 |
3.280
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
82.50 - |
21/03/2025 |
Call |
Master data
| WKN: |
DQ2WS9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 - |
| Maturity: |
21/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.30 |
| Parity: |
3.09 |
| Time value: |
0.19 |
| Break-even: |
115.30 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.18 |
| Spread %: |
5.81% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.13 |
| Rho: |
0.11 |
Quote data
| Open: |
3.100 |
| High: |
3.160 |
| Low: |
3.050 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.65% |
| 1 Month |
|
|
+106.00% |
| 3 Months |
|
|
+41.74% |
| YTD |
|
|
+117.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.580 |
| 1M High / 1M Low: |
3.090 |
1.390 |
| 6M High / 6M Low: |
3.090 |
1.180 |
| High (YTD): |
24/01/2025 |
3.090 |
| Low (YTD): |
14/01/2025 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.39% |
| Volatility 6M: |
|
132.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |