DZ Bank Call 12 CRIN 20.06.2024
/ DE000DW3QRN5
DZ Bank Call 12 CRIN 20.06.2024/ DE000DW3QRN5 /
| 2024-06-03 9:19:18 AM |
Chg.+0.20 |
Bid3:27:25 PM |
Ask3:27:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.79EUR |
+0.81% |
25.01
Bid Size: 25,000 |
25.04
Ask Size: 25,000 |
UNICREDIT |
12.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
DW3QRN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-06-28 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.41 |
| Intrinsic value: |
24.39 |
| Implied volatility: |
3.38 |
| Historic volatility: |
0.25 |
| Parity: |
24.39 |
| Time value: |
0.43 |
| Break-even: |
36.81 |
| Moneyness: |
3.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
0.36% |
| Delta: |
0.97 |
| Theta: |
-0.05 |
| Omega: |
1.42 |
| Rho: |
0.00 |
Quote data
| Open: |
24.79 |
| High: |
24.79 |
| Low: |
24.79 |
| Previous Close: |
24.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.02% |
| 1 Month |
|
|
+8.02% |
| 3 Months |
|
|
+28.71% |
| YTD |
|
|
+95.04% |
| 1 Year |
|
|
+221.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.70 |
24.30 |
| 1M High / 1M Low: |
24.75 |
22.46 |
| 6M High / 6M Low: |
24.75 |
11.92 |
| High (YTD): |
2024-05-15 |
24.75 |
| Low (YTD): |
2024-01-03 |
13.21 |
| 52W High: |
2024-05-15 |
24.75 |
| 52W Low: |
2023-06-09 |
7.28 |
| Avg. price 1W: |
|
24.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
24.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
18.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
14.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
33.80% |
| Volatility 6M: |
|
41.19% |
| Volatility 1Y: |
|
47.14% |
| Volatility 3Y: |
|
- |
