DZ Bank Call 90 NEM 21.03.2025
/ DE000DQ2L134
DZ Bank Call 90 NEM 21.03.2025/ DE000DQ2L134 /
| 1/24/2025 9:42:47 PM |
Chg.+0.090 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+3.90% |
2.400
Bid Size: 8,000 |
2.550
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
90.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2L13 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.30 |
| Parity: |
2.34 |
| Time value: |
0.21 |
| Break-even: |
115.50 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
6.25% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.90 |
| Rho: |
0.11 |
Quote data
| Open: |
2.400 |
| High: |
2.450 |
| Low: |
2.340 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+108.70% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+51.90% |
| YTD |
|
|
+172.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.910 |
| 1M High / 1M Low: |
2.400 |
0.850 |
| 6M High / 6M Low: |
2.400 |
0.790 |
| High (YTD): |
1/24/2025 |
2.400 |
| Low (YTD): |
1/14/2025 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.97% |
| Volatility 6M: |
|
171.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |