DZ Bank Call 230 UNP 21.06.2024
/ DE000DW61262
DZ Bank Call 230 UNP 21.06.2024/ DE000DW61262 /
| 2024-05-17 8:27:47 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
230.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW6126 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
1.60 |
| Break-even: |
246.00 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.51 |
| Theta: |
-0.26 |
| Omega: |
7.24 |
| Rho: |
0.10 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.43% |
| 1 Month |
|
|
+71.58% |
| 3 Months |
|
|
-34.27% |
| YTD |
|
|
-32.37% |
| 1 Year |
|
|
+58.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.53 |
| 1M High / 1M Low: |
1.78 |
0.78 |
| 6M High / 6M Low: |
2.92 |
0.78 |
| High (YTD): |
2024-02-26 |
2.92 |
| Low (YTD): |
2024-04-19 |
0.78 |
| 52W High: |
2024-02-26 |
2.92 |
| 52W Low: |
2023-10-27 |
0.62 |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
40.32 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
136.72 |
| Volatility 1M: |
|
367.95% |
| Volatility 6M: |
|
196.61% |
| Volatility 1Y: |
|
192.58% |
| Volatility 3Y: |
|
- |
