DZ Bank Call 20 PHI1 21.06.2024
/ DE000DW3JNP4
DZ Bank Call 20 PHI1 21.06.2024/ DE000DW3JNP4 /
2024-05-21 5:04:59 PM |
Chg.+0.010 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+1.92% |
0.530 Bid Size: 175,000 |
0.550 Ask Size: 175,000 |
KONINKL. PHILIPS EO ... |
20.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3JNP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KONINKL. PHILIPS EO -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
0.54 |
Time value: |
0.01 |
Break-even: |
25.50 |
Moneyness: |
1.27 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
7.84% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
4.49 |
Rho: |
0.02 |
Quote data
Open: |
0.530 |
High: |
0.540 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.00% |
1 Month |
|
|
+2020.00% |
3 Months |
|
|
+1192.68% |
YTD |
|
|
+120.83% |
1 Year |
|
|
+140.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.500 |
1M High / 1M Low: |
0.560 |
0.039 |
6M High / 6M Low: |
0.560 |
0.023 |
High (YTD): |
2024-05-17 |
0.560 |
Low (YTD): |
2024-04-04 |
0.023 |
52W High: |
2024-05-17 |
0.560 |
52W Low: |
2024-04-04 |
0.023 |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.378 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.161 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.175 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
3,034.54% |
Volatility 6M: |
|
1,218.42% |
Volatility 1Y: |
|
866.64% |
Volatility 3Y: |
|
- |