DZ Bank Call 20 VBK 21.03.2025
/ DE000DQ2MAP5
DZ Bank Call 20 VBK 21.03.2025/ DE000DQ2MAP5 /
| 2024-05-15 8:04:53 PM |
Chg.+0.030 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+5.45% |
0.580
Bid Size: 15,000 |
0.630
Ask Size: 15,000 |
VERBIO SE INH O.N. |
20.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2MAP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH 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: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.53 |
| Parity: |
0.26 |
| Time value: |
0.35 |
| Break-even: |
26.10 |
| Moneyness: |
1.13 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.08 |
Quote data
| Open: |
0.560 |
| High: |
0.600 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.72% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
0.550 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
