DZ Bank Call 200 UNP 21.06.2024
/ DE000DW61239
DZ Bank Call 200 UNP 21.06.2024/ DE000DW61239 /
| 2024-06-03 8:25:44 AM |
Chg.+0.43 |
Bid1:02:28 PM |
Ask1:02:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.15EUR |
+15.81% |
3.14
Bid Size: 3,000 |
-
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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.18 |
| Parity: |
1.45 |
| Time value: |
1.43 |
| Break-even: |
228.80 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
2.69 |
| Spread abs.: |
-0.26 |
| Spread %: |
-8.28% |
| Delta: |
0.66 |
| Theta: |
-0.55 |
| Omega: |
4.92 |
| Rho: |
0.06 |
Quote data
| Open: |
3.15 |
| High: |
3.15 |
| Low: |
3.15 |
| Previous Close: |
2.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.42% |
| 1 Month |
|
|
-19.64% |
| 3 Months |
|
|
-41.01% |
| YTD |
|
|
-31.97% |
| 1 Year |
|
|
+41.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.26 |
| 1M High / 1M Low: |
4.49 |
2.26 |
| 6M High / 6M Low: |
5.49 |
2.26 |
| High (YTD): |
2024-02-26 |
5.49 |
| Low (YTD): |
2024-05-30 |
2.26 |
| 52W High: |
2024-02-26 |
5.49 |
| 52W Low: |
2023-10-27 |
1.81 |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
127.90% |
| Volatility 6M: |
|
102.38% |
| Volatility 1Y: |
|
115.50% |
| Volatility 3Y: |
|
- |
