DZ Bank Call 25 EVN 21.03.2025
/ DE000DQ2LVD9
DZ Bank Call 25 EVN 21.03.2025/ DE000DQ2LVD9 /
| 5/28/2024 12:09:03 PM |
Chg.0.000 |
Bid4:06:47 PM |
Ask4:06:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.560
Bid Size: 50,000 |
0.580
Ask Size: 50,000 |
EVN AG |
25.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
DQ2LVD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
0.41 |
| Time value: |
0.22 |
| Break-even: |
31.20 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
10.71% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.61 |
| Rho: |
0.13 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.79% |
| 1 Month |
|
|
+21.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.550 |
| 1M High / 1M Low: |
0.600 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
