DZ Bank Call 290 BRYN 21.06.2024
/ DE000DW5Q336
DZ Bank Call 290 BRYN 21.06.2024/ DE000DW5Q336 /
2024-06-05 8:07:43 AM |
Chg.-0.37 |
Bid9:12:54 PM |
Ask9:12:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.18EUR |
-3.20% |
11.02 Bid Size: 20,000 |
- Ask Size: - |
BERKSH. H.B NEW DL-,... |
290.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5Q33 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BERKSH. H.B NEW DL-,00333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.68 |
Intrinsic value: |
8.63 |
Implied volatility: |
2.05 |
Historic volatility: |
0.11 |
Parity: |
8.63 |
Time value: |
2.36 |
Break-even: |
399.90 |
Moneyness: |
1.30 |
Premium: |
0.06 |
Premium p.a.: |
2.99 |
Spread abs.: |
-0.08 |
Spread %: |
-0.72% |
Delta: |
0.80 |
Theta: |
-1.45 |
Omega: |
2.72 |
Rho: |
0.08 |
Quote data
Open: |
11.18 |
High: |
11.18 |
Low: |
11.18 |
Previous Close: |
11.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.48% |
1 Month |
|
|
+3.81% |
3 Months |
|
|
+2.66% |
YTD |
|
|
+59.03% |
1 Year |
|
|
+86.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.67 |
10.41 |
1M High / 1M Low: |
11.91 |
10.41 |
6M High / 6M Low: |
12.51 |
6.79 |
High (YTD): |
2024-04-04 |
12.51 |
Low (YTD): |
2024-01-17 |
7.25 |
52W High: |
2024-04-04 |
12.51 |
52W Low: |
2023-10-27 |
5.65 |
Avg. price 1W: |
|
11.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.14 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.64 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
48.02% |
Volatility 6M: |
|
46.33% |
Volatility 1Y: |
|
48.42% |
Volatility 3Y: |
|
- |