DZ Bank Call 14 AAG 21.06.2024
/ DE000DW3H8Y5
DZ Bank Call 14 AAG 21.06.2024/ DE000DW3H8Y5 /
2024-05-21 8:12:04 AM |
Chg.-0.030 |
Bid12:25:20 PM |
Ask12:25:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-9.68% |
0.270 Bid Size: 25,000 |
0.320 Ask Size: 25,000 |
AUMANN AG INH O.N. |
14.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3H8Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AUMANN AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.32 |
Implied volatility: |
1.17 |
Historic volatility: |
0.35 |
Parity: |
0.32 |
Time value: |
0.09 |
Break-even: |
18.10 |
Moneyness: |
1.23 |
Premium: |
0.05 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.15 |
Spread %: |
57.69% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
3.28 |
Rho: |
0.01 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-45.10% |
1 Year |
|
|
-24.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.310 |
1M High / 1M Low: |
0.400 |
0.240 |
6M High / 6M Low: |
0.510 |
0.200 |
High (YTD): |
2024-01-02 |
0.480 |
Low (YTD): |
2024-03-18 |
0.200 |
52W High: |
2023-12-29 |
0.510 |
52W Low: |
2023-10-30 |
0.100 |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.343 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.295 |
Avg. volume 1Y: |
|
274.510 |
Volatility 1M: |
|
206.50% |
Volatility 6M: |
|
168.69% |
Volatility 1Y: |
|
159.78% |
Volatility 3Y: |
|
- |