DZ Bank Call 330 BRYN 21.06.2024
/ DE000DW5Q377
DZ Bank Call 330 BRYN 21.06.2024/ DE000DW5Q377 /
2024-05-31 12:30:36 PM |
Chg.+0.76 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.47EUR |
+11.33% |
- Bid Size: - |
- Ask Size: - |
BERKSH. H.B NEW DL-,... |
330.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5Q37 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BERKSH. H.B NEW DL-,00333 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.80 |
Intrinsic value: |
4.72 |
Implied volatility: |
1.36 |
Historic volatility: |
0.11 |
Parity: |
4.72 |
Time value: |
2.65 |
Break-even: |
403.70 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
2.25 |
Spread abs.: |
-0.03 |
Spread %: |
-0.41% |
Delta: |
0.72 |
Theta: |
-1.01 |
Omega: |
3.68 |
Rho: |
0.11 |
Quote data
Open: |
7.39 |
High: |
7.47 |
Low: |
7.39 |
Previous Close: |
6.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.46% |
1 Month |
|
|
+7.48% |
3 Months |
|
|
-10.11% |
YTD |
|
|
+98.67% |
1 Year |
|
|
+150.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.46 |
6.71 |
1M High / 1M Low: |
8.25 |
6.71 |
6M High / 6M Low: |
8.89 |
3.52 |
High (YTD): |
2024-04-04 |
8.89 |
Low (YTD): |
2024-01-17 |
3.88 |
52W High: |
2024-04-04 |
8.89 |
52W Low: |
2023-10-27 |
2.82 |
Avg. price 1W: |
|
7.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.29 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
56.05% |
Volatility 6M: |
|
71.16% |
Volatility 1Y: |
|
74.35% |
Volatility 3Y: |
|
- |