DZ Bank Call 235 UNP 21.06.2024
/ DE000DJ3MBS4
DZ Bank Call 235 UNP 21.06.2024/ DE000DJ3MBS4 /
| 2024-05-21 8:11:15 AM |
Chg.-0.17 |
Bid9:24:50 AM |
Ask9:24:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-15.32% |
0.96
Bid Size: 4,000 |
1.06
Ask Size: 4,000 |
UNION PAC. DL... |
235.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3MBS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
-1.07 |
| Time value: |
1.00 |
| Break-even: |
245.00 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.42 |
| Theta: |
-0.23 |
| Omega: |
9.48 |
| Rho: |
0.07 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
+70.91% |
| 3 Months |
|
|
-48.63% |
| YTD |
|
|
-55.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.11 |
| 1M High / 1M Low: |
1.39 |
0.64 |
| 6M High / 6M Low: |
2.54 |
0.55 |
| High (YTD): |
2024-02-26 |
2.54 |
| Low (YTD): |
2024-04-19 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.78% |
| Volatility 6M: |
|
227.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
