DZ Bank Call 20 TPE 21.03.2025
/ DE000DQ2L357
DZ Bank Call 20 TPE 21.03.2025/ DE000DQ2L357 /
| 2024-05-16 8:25:57 AM |
Chg.-0.070 |
Bid9:41:31 AM |
Ask9:41:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-19.44% |
0.300
Bid Size: 50,000 |
0.320
Ask Size: 50,000 |
PVA TEPLA AG O.N. |
20.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2L35 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
-0.08 |
| Time value: |
0.34 |
| Break-even: |
23.40 |
| Moneyness: |
0.96 |
| Premium: |
0.22 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.07 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
