DZ Bank Call 87.5 NEM 21.03.2025
/ DE000DQ2L126
DZ Bank Call 87.5 NEM 21.03.2025/ DE000DQ2L126 /
| 1/24/2025 9:42:34 PM |
Chg.+0.090 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+3.54% |
2.630
Bid Size: 8,000 |
2.780
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
87.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2L12 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.30 |
| Parity: |
2.59 |
| Time value: |
0.19 |
| Break-even: |
115.30 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
5.70% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
3.64 |
| Rho: |
0.11 |
Quote data
| Open: |
2.630 |
| High: |
2.680 |
| Low: |
2.570 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.74% |
| 1 Month |
|
|
+130.70% |
| 3 Months |
|
|
+47.75% |
| YTD |
|
|
+150.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.130 |
| 1M High / 1M Low: |
2.630 |
1.030 |
| 6M High / 6M Low: |
2.630 |
0.910 |
| High (YTD): |
1/24/2025 |
2.630 |
| Low (YTD): |
1/14/2025 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.34% |
| Volatility 6M: |
|
157.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |