DZ Bank Call 28 GBF 21.06.2024
/ DE000DW3JAM8
DZ Bank Call 28 GBF 21.06.2024/ DE000DW3JAM8 /
| 2024-04-26 6:11:27 PM |
Chg.+0.03 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+1.86% |
-
Bid Size: - |
-
Ask Size: - |
BILFINGER SE O.N. |
28.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JAM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.27 |
| Parity: |
1.68 |
| Time value: |
0.06 |
| Break-even: |
45.30 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
5.49% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.45 |
| Rho: |
0.04 |
Quote data
| Open: |
1.63 |
| High: |
1.75 |
| Low: |
1.63 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.15% |
| 1 Month |
|
|
+8.61% |
| 3 Months |
|
|
+59.22% |
| YTD |
|
|
+107.59% |
| 1 Year |
|
|
+23.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.40 |
| 1M High / 1M Low: |
1.64 |
1.26 |
| 6M High / 6M Low: |
1.71 |
0.67 |
| High (YTD): |
2024-03-14 |
1.71 |
| Low (YTD): |
2024-01-03 |
0.69 |
| 52W High: |
2024-03-14 |
1.71 |
| 52W Low: |
2023-08-24 |
0.56 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
11.76 |
| Volatility 1M: |
|
53.35% |
| Volatility 6M: |
|
90.11% |
| Volatility 1Y: |
|
88.13% |
| Volatility 3Y: |
|
- |
