DZ Bank Call 180 UNP 21.06.2024
/ DE000DW61213
DZ Bank Call 180 UNP 21.06.2024/ DE000DW61213 /
2024-05-17 9:35:22 PM |
Chg.-0.180 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.990EUR |
-2.92% |
6.030 Bid Size: 5,000 |
- Ask Size: - |
UNION PAC. DL... |
180.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW6121 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNION PAC. DL 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.69 |
Intrinsic value: |
4.63 |
Implied volatility: |
1.34 |
Historic volatility: |
0.18 |
Parity: |
4.63 |
Time value: |
1.54 |
Break-even: |
241.70 |
Moneyness: |
1.26 |
Premium: |
0.07 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.05 |
Spread %: |
0.82% |
Delta: |
0.78 |
Theta: |
-0.41 |
Omega: |
2.86 |
Rho: |
0.11 |
Quote data
Open: |
6.180 |
High: |
6.180 |
Low: |
5.920 |
Previous Close: |
6.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.47% |
1 Month |
|
|
+24.02% |
3 Months |
|
|
-6.99% |
YTD |
|
|
-4.62% |
1 Year |
|
|
+84.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.270 |
6.040 |
1M High / 1M Low: |
6.270 |
4.820 |
6M High / 6M Low: |
7.370 |
4.120 |
High (YTD): |
2024-02-23 |
7.370 |
Low (YTD): |
2024-04-18 |
4.820 |
52W High: |
2024-02-23 |
7.370 |
52W Low: |
2023-05-29 |
2.830 |
Avg. price 1W: |
|
6.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.903 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.845 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
88.32% |
Volatility 6M: |
|
63.35% |
Volatility 1Y: |
|
76.58% |
Volatility 3Y: |
|
- |