DZ Bank Call 215 UNP 21.06.2024
/ DE000DJ3GCQ8
DZ Bank Call 215 UNP 21.06.2024/ DE000DJ3GCQ8 /
| 2024-05-17 8:25:50 AM |
Chg.+0.01 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.97EUR |
+0.34% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
215.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3GCQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.18 |
| Parity: |
1.13 |
| Time value: |
1.78 |
| Break-even: |
244.10 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.33 |
| Omega: |
4.93 |
| Rho: |
0.11 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.97 |
| Previous Close: |
2.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.50% |
| 1 Month |
|
|
+53.09% |
| 3 Months |
|
|
-19.29% |
| YTD |
|
|
-14.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.85 |
| 1M High / 1M Low: |
3.11 |
1.71 |
| 6M High / 6M Low: |
4.17 |
1.69 |
| High (YTD): |
2024-02-26 |
4.17 |
| Low (YTD): |
2024-04-19 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.73% |
| Volatility 6M: |
|
132.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
