DZ Bank Call 87.5 NEM 21.03.2025
/ DE000DQ2L126
DZ Bank Call 87.5 NEM 21.03.2025/ DE000DQ2L126 /
| 1/24/2025 6:13:19 PM |
Chg.+0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+3.10% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.63 |
| High: |
2.69 |
| Low: |
2.62 |
| Previous Close: |
2.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.51% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+44.57% |
| YTD |
|
|
+144.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
1.60 |
| 1M High / 1M Low: |
2.66 |
1.04 |
| 6M High / 6M Low: |
2.66 |
0.92 |
| High (YTD): |
1/24/2025 |
2.66 |
| Low (YTD): |
1/14/2025 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.42% |
| Volatility 6M: |
|
144.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |