DZ Bank Call 3.5 DEZ 21.06.2024
/ DE000DW5CCR3
DZ Bank Call 3.5 DEZ 21.06.2024/ DE000DW5CCR3 /
2024-03-28 9:35:15 PM |
Chg.-0.130 |
Bid9:55:00 PM |
Ask9:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.320EUR |
-5.31% |
2.320 Bid Size: 2,000 |
2.470 Ask Size: 2,000 |
DEUTZ AG O.N. |
3.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5CCR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-07 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
2.54 |
Implied volatility: |
0.77 |
Historic volatility: |
0.34 |
Parity: |
2.54 |
Time value: |
0.08 |
Break-even: |
6.12 |
Moneyness: |
1.73 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
6.07% |
Delta: |
0.95 |
Theta: |
0.00 |
Omega: |
2.20 |
Rho: |
0.01 |
Quote data
Open: |
2.470 |
High: |
2.540 |
Low: |
2.320 |
Previous Close: |
2.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.41% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+74.44% |
YTD |
|
|
+71.85% |
1 Year |
|
|
-0.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.130 |
1M High / 1M Low: |
2.470 |
1.690 |
6M High / 6M Low: |
2.470 |
0.510 |
High (YTD): |
2024-03-07 |
2.470 |
Low (YTD): |
2024-01-17 |
0.960 |
52W High: |
2023-04-28 |
2.660 |
52W Low: |
2023-10-25 |
0.510 |
Avg. price 1W: |
|
2.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.208 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.400 |
Avg. volume 6M: |
|
7.874 |
Avg. price 1Y: |
|
1.622 |
Avg. volume 1Y: |
|
11.719 |
Volatility 1M: |
|
158.80% |
Volatility 6M: |
|
121.76% |
Volatility 1Y: |
|
101.27% |
Volatility 3Y: |
|
- |