DZ Bank Call 20 VBK 21.03.2025
/ DE000DQ2MAP5
DZ Bank Call 20 VBK 21.03.2025/ DE000DQ2MAP5 /
| 2024-06-04 12:04:43 PM |
Chg.-0.090 |
Bid12:21:54 PM |
Ask12:21:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-14.75% |
0.530
Bid Size: 60,000 |
0.550
Ask Size: 60,000 |
VERBIO SE INH O.N. |
20.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2MAP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.54 |
| Parity: |
0.30 |
| Time value: |
0.37 |
| Break-even: |
26.70 |
| Moneyness: |
1.15 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.48 |
| Rho: |
0.08 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.520 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.480 |
| 1M High / 1M Low: |
0.610 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
