DZ Bank Call 15.5 XCA 21.03.2025
/ DE000DQ2LSR5
DZ Bank Call 15.5 XCA 21.03.2025/ DE000DQ2LSR5 /
| 2024-05-31 12:50:40 PM |
Chg.+0.07 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+6.86% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
15.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2LSR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.58 |
| Time value: |
1.14 |
| Break-even: |
16.64 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
4.59% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
6.87 |
| Rho: |
0.05 |
Quote data
| Open: |
1.08 |
| High: |
1.09 |
| Low: |
1.08 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.86% |
| 1 Month |
|
|
+53.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.99 |
| 1M High / 1M Low: |
1.14 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
