DZ Bank Call 130 BEI 20.09.2024
/ DE000DW5QWB5
DZ Bank Call 130 BEI 20.09.2024/ DE000DW5QWB5 /
2024-06-07 9:35:04 PM |
Chg.+0.170 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.780EUR |
+10.56% |
- Bid Size: - |
- Ask Size: - |
BEIERSDORF AG O.N. |
130.00 - |
2024-09-20 |
Call |
Master data
WKN: |
DW5QWB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2022-09-21 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.51 |
Implied volatility: |
0.25 |
Historic volatility: |
0.14 |
Parity: |
1.51 |
Time value: |
0.33 |
Break-even: |
148.30 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
2.23% |
Delta: |
0.83 |
Theta: |
-0.03 |
Omega: |
6.58 |
Rho: |
0.29 |
Quote data
Open: |
1.580 |
High: |
1.780 |
Low: |
1.580 |
Previous Close: |
1.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.14% |
1 Month |
|
|
+1.14% |
3 Months |
|
|
+72.82% |
YTD |
|
|
+35.88% |
1 Year |
|
|
+137.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.610 |
1M High / 1M Low: |
2.040 |
1.610 |
6M High / 6M Low: |
2.040 |
0.690 |
High (YTD): |
2024-05-10 |
2.040 |
Low (YTD): |
2024-04-10 |
0.690 |
52W High: |
2024-05-10 |
2.040 |
52W Low: |
2023-07-20 |
0.510 |
Avg. price 1W: |
|
1.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.037 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
87.84% |
Volatility 6M: |
|
127.06% |
Volatility 1Y: |
|
120.12% |
Volatility 3Y: |
|
- |