DZ Bank Call 12 REP 21.06.2024
/ DE000DW37AL2
DZ Bank Call 12 REP 21.06.2024/ DE000DW37AL2 /
| 2024-04-16 12:05:03 PM |
Chg.-0.350 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
-8.97% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
12.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW37AL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-18 |
| Last trading day: |
2024-04-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.21 |
| Parity: |
2.38 |
| Time value: |
0.81 |
| Break-even: |
15.18 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.48 |
| Rho: |
0.01 |
Quote data
| Open: |
3.790 |
| High: |
3.790 |
| Low: |
3.520 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.47% |
| 3 Months |
|
|
+74.02% |
| YTD |
|
|
+104.02% |
| 1 Year |
|
|
+92.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.400 |
3.550 |
| 6M High / 6M Low: |
4.400 |
1.550 |
| High (YTD): |
2024-04-05 |
4.400 |
| Low (YTD): |
2024-01-22 |
1.550 |
| 52W High: |
2024-04-05 |
4.400 |
| 52W Low: |
2024-01-22 |
1.550 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.480 |
| Avg. volume 6M: |
|
75.643 |
| Avg. price 1Y: |
|
2.527 |
| Avg. volume 1Y: |
|
51.115 |
| Volatility 1M: |
|
106.36% |
| Volatility 6M: |
|
102.00% |
| Volatility 1Y: |
|
98.15% |
| Volatility 3Y: |
|
- |
