DZ Bank Call 205 UNP 21.06.2024
/ DE000DJ3HNG4
DZ Bank Call 205 UNP 21.06.2024/ DE000DJ3HNG4 /
| 2024-05-17 9:35:27 PM |
Chg.-0.180 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.700EUR |
-4.64% |
3.750
Bid Size: 5,000 |
-
Ask Size: - |
UNION PAC. DL... |
205.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3HNG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.18 |
| Parity: |
2.13 |
| Time value: |
1.74 |
| Break-even: |
243.70 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
0.69 |
| Theta: |
-0.36 |
| Omega: |
4.02 |
| Rho: |
0.11 |
Quote data
| Open: |
3.890 |
| High: |
3.890 |
| Low: |
3.620 |
| Previous Close: |
3.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
+41.76% |
| 3 Months |
|
|
-12.53% |
| YTD |
|
|
-12.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.740 |
| 1M High / 1M Low: |
3.960 |
2.590 |
| 6M High / 6M Low: |
5.120 |
2.280 |
| High (YTD): |
2024-02-23 |
5.120 |
| Low (YTD): |
2024-04-18 |
2.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.08% |
| Volatility 6M: |
|
99.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
