DZ Bank Call 65 NDA 21.03.2025
/ DE000DQ3BKW1
DZ Bank Call 65 NDA 21.03.2025/ DE000DQ3BKW1 /
| 2024-06-25 11:34:53 AM |
Chg.+0.030 |
Bid11:52:41 AM |
Ask11:52:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+1.88% |
1.620
Bid Size: 30,000 |
1.640
Ask Size: 30,000 |
AURUBIS AG |
65.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ3BKW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.16 |
| Time value: |
0.49 |
| Break-even: |
81.40 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
3.80% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
0.32 |
Quote data
| Open: |
1.580 |
| High: |
1.660 |
| Low: |
1.580 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.64% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.340 |
| 1M High / 1M Low: |
1.780 |
1.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
