DZ Bank Call 235 UNP 21.06.2024
/ DE000DJ3MBS4
DZ Bank Call 235 UNP 21.06.2024/ DE000DJ3MBS4 /
| 2024-05-17 8:11:41 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-0.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
19.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
1.19 |
| Break-even: |
246.90 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.45 |
| Theta: |
-0.23 |
| Omega: |
8.62 |
| Rho: |
0.09 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
+70.42% |
| 3 Months |
|
|
-43.19% |
| YTD |
|
|
-42.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.15 |
| 1M High / 1M Low: |
1.39 |
0.55 |
| 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: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.76% |
| Volatility 6M: |
|
227.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
