DZ Bank Call 190 UNP 21.06.2024
/ DE000DW61221
DZ Bank Call 190 UNP 21.06.2024/ DE000DW61221 /
| 2024-05-21 8:27:01 AM |
Chg.-0.20 |
Bid10:02:57 AM |
Ask10:02:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.95EUR |
-3.88% |
4.96
Bid Size: 3,000 |
-
Ask Size: - |
UNION PAC. DL... |
190.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW6122 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.18 |
| Parity: |
3.43 |
| Time value: |
1.56 |
| Break-even: |
239.90 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.43 |
| Omega: |
3.34 |
| Rho: |
0.10 |
Quote data
| Open: |
4.95 |
| High: |
4.95 |
| Low: |
4.95 |
| Previous Close: |
5.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.35% |
| 1 Month |
|
|
+29.92% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-9.34% |
| 1 Year |
|
|
+88.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
5.15 |
| 1M High / 1M Low: |
5.42 |
4.02 |
| 6M High / 6M Low: |
6.38 |
3.36 |
| High (YTD): |
2024-02-26 |
6.38 |
| Low (YTD): |
2024-04-19 |
3.81 |
| 52W High: |
2024-02-26 |
6.38 |
| 52W Low: |
2023-05-29 |
2.28 |
| Avg. price 1W: |
|
5.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.63% |
| Volatility 6M: |
|
80.71% |
| Volatility 1Y: |
|
95.45% |
| Volatility 3Y: |
|
- |
