DZ Bank Call 200 UNP 21.06.2024
/ DE000DW61239
DZ Bank Call 200 UNP 21.06.2024/ DE000DW61239 /
| 2024-06-07 9:34:44 PM |
Chg.+0.080 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+3.02% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
200.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW6123 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| 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: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.18 |
| Parity: |
1.11 |
| Time value: |
1.62 |
| Break-even: |
227.30 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
7.02 |
| Spread abs.: |
0.07 |
| Spread %: |
2.63% |
| Delta: |
0.63 |
| Theta: |
-0.80 |
| Omega: |
4.90 |
| Rho: |
0.04 |
Quote data
| Open: |
2.700 |
| High: |
2.820 |
| Low: |
2.580 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.21% |
| 1 Month |
|
|
-36.95% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
+26.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.620 |
| 1M High / 1M Low: |
4.420 |
2.480 |
| 6M High / 6M Low: |
5.570 |
2.480 |
| High (YTD): |
2024-02-23 |
5.570 |
| Low (YTD): |
2024-05-29 |
2.480 |
| 52W High: |
2024-02-23 |
5.570 |
| 52W Low: |
2023-10-27 |
1.850 |
| Avg. price 1W: |
|
2.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.140 |
| Avg. volume 6M: |
|
47.600 |
| Avg. price 1Y: |
|
3.387 |
| Avg. volume 1Y: |
|
23.242 |
| Volatility 1M: |
|
93.17% |
| Volatility 6M: |
|
90.13% |
| Volatility 1Y: |
|
105.92% |
| Volatility 3Y: |
|
- |
