DZ Bank Call 70 0B2 21.03.2025/  DE000DQ2LQU3  /

EUWAX
2024-09-20  9:08:17 AM Chg.+0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.750EUR +5.63% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 70.00 EUR 2025-03-21 Call
 

Master data

WKN: DQ2LQU
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.05
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.15
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.15
Time value: 0.64
Break-even: 77.90
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.61
Theta: -0.02
Omega: 5.52
Rho: 0.18
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.29%
1 Month  
+27.12%
3 Months  
+240.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.630
1M High / 1M Low: 0.750 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -