DZ Bank Call 100 NDA 21.03.2025
/ DE000DQ2LP35
DZ Bank Call 100 NDA 21.03.2025/ DE000DQ2LP35 /
| 2024-06-20 11:07:00 AM |
Chg.0.000 |
Bid11:28:47 AM |
Ask11:28:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.150
Bid Size: 30,000 |
0.160
Ask Size: 30,000 |
AURUBIS AG |
100.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2LP3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-2.72 |
| Time value: |
0.17 |
| Break-even: |
101.70 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
7.62 |
| Rho: |
0.08 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.130 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
