DZ Bank Call 225 UNP 21.06.2024
/ DE000DJ3GCR6
DZ Bank Call 225 UNP 21.06.2024/ DE000DJ3GCR6 /
| 2024-05-17 9:34:58 PM |
Chg.-0.170 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-8.25% |
1.930
Bid Size: 5,000 |
-
Ask Size: - |
UNION PAC. DL... |
225.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3GCR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
1.88 |
| Break-even: |
245.10 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.56 |
| Theta: |
-0.28 |
| Omega: |
6.30 |
| Rho: |
0.10 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
1.810 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.68% |
| 1 Month |
|
|
+64.35% |
| 3 Months |
|
|
-27.59% |
| YTD |
|
|
-31.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.930 |
| 1M High / 1M Low: |
2.140 |
1.120 |
| 6M High / 6M Low: |
3.410 |
1.120 |
| High (YTD): |
2024-02-23 |
3.410 |
| Low (YTD): |
2024-04-18 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.19% |
| Volatility 6M: |
|
157.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
