DZ Bank Call 35 FIE 21.06.2024
/ DE000DW5CC85
DZ Bank Call 35 FIE 21.06.2024/ DE000DW5CC85 /
| 2024-05-20 1:05:00 PM |
Chg.+0.05 |
Bid2:03:24 PM |
Ask2:03:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+4.27% |
1.22
Bid Size: 35,000 |
1.25
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: |
1.17 |
| High: |
1.22 |
| Low: |
1.17 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.27% |
| 1 Month |
|
|
+76.81% |
| 3 Months |
|
|
+31.18% |
| YTD |
|
|
-16.44% |
| 1 Year |
|
|
-18.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.14 |
| 1M High / 1M Low: |
1.26 |
0.73 |
| 6M High / 6M Low: |
1.49 |
0.68 |
| High (YTD): |
2024-01-22 |
1.40 |
| Low (YTD): |
2024-04-16 |
0.68 |
| 52W High: |
2023-06-19 |
1.66 |
| 52W Low: |
2024-04-16 |
0.68 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
121.20% |
| Volatility 6M: |
|
82.27% |
| Volatility 1Y: |
|
91.28% |
| Volatility 3Y: |
|
- |
