DZ Bank Call 320 BRYN 21.06.2024
/ DE000DW5Q369
DZ Bank Call 320 BRYN 21.06.2024/ DE000DW5Q369 /
| 2024-06-11 8:07:50 AM |
Chg.-0.23 |
Bid7:06:16 PM |
Ask7:06:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.43EUR |
-2.66% |
8.16
Bid Size: 20,000 |
-
Ask Size: - |
BERKSH. H.B NEW DL-,... |
320.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW5Q36 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BERKSH. H.B NEW DL-,00333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.20 |
| Intrinsic value: |
6.17 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.11 |
| Parity: |
6.17 |
| Time value: |
2.22 |
| Break-even: |
403.90 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
6.89 |
| Spread abs.: |
-0.12 |
| Spread %: |
-1.41% |
| Delta: |
0.76 |
| Theta: |
-2.02 |
| Omega: |
3.44 |
| Rho: |
0.06 |
Quote data
| Open: |
8.43 |
| High: |
8.43 |
| Low: |
8.43 |
| Previous Close: |
8.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.20% |
| 1 Month |
|
|
-1.17% |
| 3 Months |
|
|
+2.43% |
| YTD |
|
|
+84.87% |
| 1 Year |
|
|
+94.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.80 |
8.43 |
| 1M High / 1M Low: |
9.17 |
7.64 |
| 6M High / 6M Low: |
9.79 |
4.37 |
| High (YTD): |
2024-04-04 |
9.79 |
| Low (YTD): |
2024-01-17 |
4.70 |
| 52W High: |
2024-04-04 |
9.79 |
| 52W Low: |
2023-10-27 |
3.49 |
| Avg. price 1W: |
|
8.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.10% |
| Volatility 6M: |
|
61.70% |
| Volatility 1Y: |
|
64.97% |
| Volatility 3Y: |
|
- |
