DZ Bank Call 125 PRG 21.06.2024
/ DE000DW6V8L1
DZ Bank Call 125 PRG 21.06.2024/ DE000DW6V8L1 /
| 2024-05-31 9:35:13 PM |
Chg.+0.090 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.580EUR |
+2.58% |
3.700
Bid Size: 7,500 |
-
Ask Size: - |
PROCTER GAMBLE |
125.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW6V8L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.12 |
| Parity: |
2.67 |
| Time value: |
1.03 |
| Break-even: |
162.00 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
2.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.46 |
| Omega: |
3.11 |
| Rho: |
0.04 |
Quote data
| Open: |
3.510 |
| High: |
3.580 |
| Low: |
3.460 |
| Previous Close: |
3.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
-1.65% |
| 3 Months |
|
|
+9.82% |
| YTD |
|
|
+68.08% |
| 1 Year |
|
|
+43.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
3.460 |
| 1M High / 1M Low: |
4.060 |
3.460 |
| 6M High / 6M Low: |
4.060 |
2.030 |
| High (YTD): |
2024-05-21 |
4.060 |
| Low (YTD): |
2024-01-05 |
2.270 |
| 52W High: |
2024-05-21 |
4.060 |
| 52W Low: |
2023-12-15 |
2.030 |
| Avg. price 1W: |
|
3.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.978 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
44.12% |
| Volatility 6M: |
|
67.84% |
| Volatility 1Y: |
|
63.57% |
| Volatility 3Y: |
|
- |
