DZ Bank Call 35 FIE 21.06.2024
/ DE000DW5CC85
DZ Bank Call 35 FIE 21.06.2024/ DE000DW5CC85 /
2024-05-20 11:04:55 AM |
Chg.+0.030 |
Bid2024-05-20 |
Ask2024-05-20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
+2.56% |
1.200 Bid Size: 35,000 |
1.230 Ask Size: 35,000 |
FIELMANN GROUP AG O.... |
35.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5CC8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FIELMANN GROUP AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.89 |
Historic volatility: |
0.23 |
Parity: |
1.17 |
Time value: |
0.09 |
Break-even: |
47.50 |
Moneyness: |
1.33 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
7.76% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
3.32 |
Rho: |
0.03 |
Quote data
Open: |
1.170 |
High: |
1.200 |
Low: |
1.170 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.56% |
1 Month |
|
|
+73.91% |
3 Months |
|
|
+29.03% |
YTD |
|
|
-17.24% |
1 Year |
|
|
-19.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.140 |
1M High / 1M Low: |
1.260 |
0.730 |
6M High / 6M Low: |
1.490 |
0.670 |
High (YTD): |
2024-01-22 |
1.390 |
Low (YTD): |
2024-04-16 |
0.670 |
52W High: |
2023-06-19 |
1.650 |
52W Low: |
2024-04-16 |
0.670 |
Avg. price 1W: |
|
1.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.062 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.117 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
128.06% |
Volatility 6M: |
|
83.48% |
Volatility 1Y: |
|
92.85% |
Volatility 3Y: |
|
- |