DZ Bank Call 180 UNP 21.06.2024
/ DE000DW61213
DZ Bank Call 180 UNP 21.06.2024/ DE000DW61213 /
| 2024-05-17 8:27:47 AM |
Chg.+0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.18EUR |
+0.16% |
-
Bid Size: - |
-
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: |
6.18 |
| High: |
6.18 |
| Low: |
6.18 |
| Previous Close: |
6.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.52% |
| 1 Month |
|
|
+24.35% |
| 3 Months |
|
|
-8.44% |
| YTD |
|
|
-1.59% |
| 1 Year |
|
|
+86.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.35 |
6.07 |
| 1M High / 1M Low: |
6.35 |
4.72 |
| 6M High / 6M Low: |
7.28 |
4.11 |
| High (YTD): |
2024-02-26 |
7.28 |
| Low (YTD): |
2024-04-19 |
4.72 |
| 52W High: |
2024-02-26 |
7.28 |
| 52W Low: |
2023-05-24 |
2.83 |
| Avg. price 1W: |
|
6.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.13% |
| Volatility 6M: |
|
68.70% |
| Volatility 1Y: |
|
82.52% |
| Volatility 3Y: |
|
- |
