DZ Bank Call 6 ZIL 21.03.2025
/ DE000DQ2RY46
DZ Bank Call 6 ZIL 21.03.2025/ DE000DQ2RY46 /
2024-05-31 11:34:33 AM |
Chg.+0.030 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+3.30% |
0.940 Bid Size: 15,000 |
0.960 Ask Size: 15,000 |
ELRINGKLINGER AG |
6.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DQ2RY4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELRINGKLINGER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-17 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.39 |
Parity: |
-0.18 |
Time value: |
0.97 |
Break-even: |
6.97 |
Moneyness: |
0.97 |
Premium: |
0.20 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.06 |
Spread %: |
6.59% |
Delta: |
0.58 |
Theta: |
0.00 |
Omega: |
3.50 |
Rho: |
0.02 |
Quote data
Open: |
0.900 |
High: |
1.010 |
Low: |
0.900 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.90% |
1 Month |
|
|
-38.96% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.840 |
1M High / 1M Low: |
1.590 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |