DZ Bank Call 200 3V64 21.06.2024
/ DE000DW613Q6
DZ Bank Call 200 3V64 21.06.2024/ DE000DW613Q6 /
2024-05-28 6:04:37 PM |
Chg.-0.530 |
Bid6:16:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.580EUR |
-7.45% |
6.600 Bid Size: 20,000 |
- Ask Size: - |
VISA INC. CL. A DL -... |
200.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW613Q |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.32 |
Intrinsic value: |
5.27 |
Implied volatility: |
1.70 |
Historic volatility: |
0.12 |
Parity: |
5.27 |
Time value: |
1.84 |
Break-even: |
271.10 |
Moneyness: |
1.26 |
Premium: |
0.07 |
Premium p.a.: |
1.91 |
Spread abs.: |
-0.01 |
Spread %: |
-0.14% |
Delta: |
0.78 |
Theta: |
-0.70 |
Omega: |
2.76 |
Rho: |
0.08 |
Quote data
Open: |
7.050 |
High: |
7.050 |
Low: |
6.550 |
Previous Close: |
7.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.58% |
1 Month |
|
|
-6.80% |
3 Months |
|
|
-20.24% |
YTD |
|
|
+8.76% |
1 Year |
|
|
+55.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.140 |
6.920 |
1M High / 1M Low: |
7.560 |
6.430 |
6M High / 6M Low: |
8.580 |
5.460 |
High (YTD): |
2024-03-21 |
8.580 |
Low (YTD): |
2024-01-02 |
5.860 |
52W High: |
2024-03-21 |
8.580 |
52W Low: |
2023-06-14 |
3.900 |
Avg. price 1W: |
|
7.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.021 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.860 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
44.41% |
Volatility 6M: |
|
43.32% |
Volatility 1Y: |
|
52.69% |
Volatility 3Y: |
|
- |