DZ Bank Call 240 UNP 21.06.2024
/ DE000DW61270
DZ Bank Call 240 UNP 21.06.2024/ DE000DW61270 /
2024-05-17 9:35:22 PM |
Chg.-0.130 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-15.48% |
0.740 Bid Size: 5,000 |
0.760 Ask Size: 5,000 |
UNION PAC. DL... |
240.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW6127 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNION PAC. DL 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.18 |
Parity: |
-1.37 |
Time value: |
0.83 |
Break-even: |
248.30 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
1.64 |
Spread abs.: |
0.02 |
Spread %: |
2.47% |
Delta: |
0.38 |
Theta: |
-0.19 |
Omega: |
10.44 |
Rho: |
0.08 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.660 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.66% |
1 Month |
|
|
+54.35% |
3 Months |
|
|
-55.06% |
YTD |
|
|
-60.56% |
1 Year |
|
|
-4.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.770 |
1M High / 1M Low: |
0.930 |
0.420 |
6M High / 6M Low: |
2.250 |
0.420 |
High (YTD): |
2024-02-23 |
2.250 |
Low (YTD): |
2024-04-18 |
0.420 |
52W High: |
2024-02-23 |
2.250 |
52W Low: |
2024-04-18 |
0.420 |
Avg. price 1W: |
|
0.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.692 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.266 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.026 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
410.52% |
Volatility 6M: |
|
223.80% |
Volatility 1Y: |
|
214.52% |
Volatility 3Y: |
|
- |