DZ Bank Call 210 UNP/D 21.06.2024
/ DE000DW61247
DZ Bank Call 210 UNP/D 21.06.2024/ DE000DW61247 /
| 5/21/2024 8:27:01 AM |
Chg.-0.19 |
Bid9:40:36 PM |
Ask9:40:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-5.74% |
2.36
Bid Size: 10,000 |
-
Ask Size: - |
UNION PAC. DL... |
210.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW6124 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/31/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.18 |
| Parity: |
1.43 |
| Time value: |
1.88 |
| Break-even: |
243.10 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.15 |
| Spread %: |
4.75% |
| Delta: |
0.65 |
| Theta: |
-0.40 |
| Omega: |
4.40 |
| Rho: |
0.10 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.96% |
| 1 Month |
|
|
+49.28% |
| 3 Months |
|
|
-17.02% |
| YTD |
|
|
-18.75% |
| 1 Year |
|
|
+86.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.42 |
3.31 |
| 1M High / 1M Low: |
3.57 |
2.28 |
| 6M High / 6M Low: |
4.60 |
1.98 |
| High (YTD): |
2/26/2024 |
4.60 |
| Low (YTD): |
4/19/2024 |
2.09 |
| 52W High: |
2/26/2024 |
4.60 |
| 52W Low: |
10/27/2023 |
1.32 |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
201.95% |
| Volatility 6M: |
|
120.17% |
| Volatility 1Y: |
|
132.36% |
| Volatility 3Y: |
|
- |
