DZ Bank Call 85 NEM 21.03.2025
/ DE000DQ2L118
DZ Bank Call 85 NEM 21.03.2025/ DE000DQ2L118 /
| 1/24/2025 9:42:34 PM |
Chg.+0.100 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
+3.61% |
2.870
Bid Size: 8,000 |
3.020
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
85.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2L11 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.30 |
| Parity: |
2.84 |
| Time value: |
0.18 |
| Break-even: |
115.20 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
5.23% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
3.39 |
| Rho: |
0.11 |
Quote data
| Open: |
2.860 |
| High: |
2.920 |
| Low: |
2.810 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.58% |
| 1 Month |
|
|
+120.77% |
| 3 Months |
|
|
+44.95% |
| YTD |
|
|
+133.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.350 |
| 1M High / 1M Low: |
2.870 |
1.190 |
| 6M High / 6M Low: |
2.870 |
1.050 |
| High (YTD): |
1/24/2025 |
2.870 |
| Low (YTD): |
1/14/2025 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.14% |
| Volatility 6M: |
|
144.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |