DZ Bank Call 300 BRYN 21.06.2024
/ DE000DW5Q344
DZ Bank Call 300 BRYN 21.06.2024/ DE000DW5Q344 /
2024-06-05 8:07:43 AM |
Chg.-0.37 |
Bid8:26:01 AM |
Ask8:26:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.26EUR |
-3.48% |
10.26 Bid Size: 8,000 |
- Ask Size: - |
BERKSH. H.B NEW DL-,... |
300.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5Q34 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BERKSH. H.B NEW DL-,00333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.08 |
Intrinsic value: |
8.03 |
Implied volatility: |
1.97 |
Historic volatility: |
0.11 |
Parity: |
8.03 |
Time value: |
2.60 |
Break-even: |
406.30 |
Moneyness: |
1.27 |
Premium: |
0.07 |
Premium p.a.: |
3.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-1.43 |
Omega: |
2.79 |
Rho: |
0.09 |
Quote data
Open: |
10.26 |
High: |
10.26 |
Low: |
10.26 |
Previous Close: |
10.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.10% |
1 Month |
|
|
+4.16% |
3 Months |
|
|
+2.70% |
YTD |
|
|
+65.75% |
1 Year |
|
|
+94.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.75 |
9.48 |
1M High / 1M Low: |
11.00 |
9.48 |
6M High / 6M Low: |
11.60 |
5.94 |
High (YTD): |
2024-04-04 |
11.60 |
Low (YTD): |
2024-01-17 |
6.38 |
52W High: |
2024-04-04 |
11.60 |
52W Low: |
2023-10-27 |
4.89 |
Avg. price 1W: |
|
10.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
53.06% |
Volatility 6M: |
|
51.16% |
Volatility 1Y: |
|
53.27% |
Volatility 3Y: |
|
- |