DZ Bank Call 82.5 NEM 21.03.2025
/ DE000DQ2WS96
DZ Bank Call 82.5 NEM 21.03.2025/ DE000DQ2WS96 /
| 1/10/2025 4:08:16 PM |
Chg.+0.10 |
Bid4:17:03 PM |
Ask4:17:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+6.17% |
1.71
Bid Size: 80,000 |
1.73
Ask Size: 80,000 |
NEMETSCHEK SE O.N. |
82.50 EUR |
3/21/2025 |
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 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
1.39 |
| Time value: |
0.29 |
| Break-even: |
99.20 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
3.73% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
4.66 |
| Rho: |
0.12 |
Quote data
| Open: |
1.60 |
| High: |
1.84 |
| Low: |
1.60 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.13% |
| 1 Month |
|
|
-5.49% |
| 3 Months |
|
|
-7.03% |
| YTD |
|
|
+18.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.42 |
| 1M High / 1M Low: |
1.89 |
1.30 |
| 6M High / 6M Low: |
2.47 |
1.20 |
| High (YTD): |
1/9/2025 |
1.62 |
| Low (YTD): |
1/3/2025 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.50% |
| Volatility 6M: |
|
105.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |