DZ Bank Call 5.5 BSD2 21.03.2025
/ DE000DQ2LQJ6
DZ Bank Call 5.5 BSD2 21.03.2025/ DE000DQ2LQJ6 /
25/09/2024 15:34:47 |
Chg.+0.012 |
Bid15:41:38 |
Ask15:41:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
+24.00% |
0.062 Bid Size: 75,000 |
0.072 Ask Size: 75,000 |
BCO SANTANDER N.EO0,... |
5.50 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DQ2LQJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
50.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-0.95 |
Time value: |
0.09 |
Break-even: |
5.59 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.04 |
Spread %: |
80.00% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
10.35 |
Rho: |
0.00 |
Quote data
Open: |
0.059 |
High: |
0.065 |
Low: |
0.059 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
+158.33% |
3 Months |
|
|
-22.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.043 |
1M High / 1M Low: |
0.055 |
0.019 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
424.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |