DZ Bank Call 15 CRIN 20.06.2024
/ DE000DW4X020
DZ Bank Call 15 CRIN 20.06.2024/ DE000DW4X020 /
| 2024-06-03 9:03:36 AM |
Chg.+0.05 |
Bid5:29:12 PM |
Ask5:29:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 21.68EUR |
+0.23% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
15.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
DW4X02 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-08-17 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.41 |
| Intrinsic value: |
21.39 |
| Implied volatility: |
2.75 |
| Historic volatility: |
0.25 |
| Parity: |
21.39 |
| Time value: |
0.43 |
| Break-even: |
36.81 |
| Moneyness: |
2.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
0.41% |
| Delta: |
0.96 |
| Theta: |
-0.05 |
| Omega: |
1.61 |
| Rho: |
0.01 |
Quote data
| Open: |
21.68 |
| High: |
21.68 |
| Low: |
21.68 |
| Previous Close: |
21.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.83% |
| 1 Month |
|
|
+8.78% |
| 3 Months |
|
|
+33.50% |
| YTD |
|
|
+120.77% |
| 1 Year |
|
|
+304.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
21.63 |
21.29 |
| 1M High / 1M Low: |
21.78 |
19.30 |
| 6M High / 6M Low: |
21.78 |
9.04 |
| High (YTD): |
2024-05-15 |
21.78 |
| Low (YTD): |
2024-01-03 |
10.31 |
| 52W High: |
2024-05-15 |
21.78 |
| 52W Low: |
2023-06-09 |
4.93 |
| Avg. price 1W: |
|
21.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
21.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
15.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
11.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
39.88% |
| Volatility 6M: |
|
54.74% |
| Volatility 1Y: |
|
61.16% |
| Volatility 3Y: |
|
- |
