DZ Bank Call 240 UNP 21.06.2024
/ DE000DW61270
DZ Bank Call 240 UNP 21.06.2024/ DE000DW61270 /
5/17/2024 8:27:47 AM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
UNION PAC. DL... |
240.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
10/31/2022 |
Last trading day: |
6/20/2024 |
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: |
0.850 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
-52.78% |
YTD |
|
|
-53.04% |
1 Year |
|
|
+11.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.790 |
1M High / 1M Low: |
1.000 |
0.390 |
6M High / 6M Low: |
2.180 |
0.390 |
High (YTD): |
2/26/2024 |
2.180 |
Low (YTD): |
4/19/2024 |
0.390 |
52W High: |
2/26/2024 |
2.180 |
52W Low: |
4/19/2024 |
0.390 |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.687 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.267 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.023 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
491.09% |
Volatility 6M: |
|
252.42% |
Volatility 1Y: |
|
234.27% |
Volatility 3Y: |
|
- |