DZ Bank Call 6 ZIL2 21.03.2025
/ DE000DQ2RY46
DZ Bank Call 6 ZIL2 21.03.2025/ DE000DQ2RY46 /
| 2024-04-30 12:34:49 PM |
Chg.-0.040 |
Bid1:00:09 PM |
Ask1:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-2.48% |
1.530
Bid Size: 15,000 |
1.550
Ask Size: 15,000 |
ELRINGKLINGER AG NA ... |
6.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2RY4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
0.74 |
| Time value: |
0.94 |
| Break-even: |
7.68 |
| Moneyness: |
1.12 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
3.70% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.03 |
Quote data
| Open: |
1.620 |
| High: |
1.620 |
| Low: |
1.570 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
