DZ Bank Call 350 BRYN 21.06.2024
/ DE000DW5Q393
DZ Bank Call 350 BRYN 21.06.2024/ DE000DW5Q393 /
| 2024-06-05 8:07:43 AM |
Chg.-0.38 |
Bid1:23:08 PM |
Ask1:23:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.68EUR |
-6.27% |
5.59
Bid Size: 6,000 |
-
Ask Size: - |
BERKSH. H.B NEW DL-,... |
350.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW5Q39 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BERKSH. H.B NEW DL-,00333 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.11 |
| Parity: |
2.63 |
| Time value: |
3.43 |
| Break-even: |
410.60 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
6.30 |
| Spread abs.: |
0.49 |
| Spread %: |
8.80% |
| Delta: |
0.65 |
| Theta: |
-1.40 |
| Omega: |
4.05 |
| Rho: |
0.08 |
Quote data
| Open: |
5.68 |
| High: |
5.68 |
| Low: |
5.68 |
| Previous Close: |
6.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.60% |
| 1 Month |
|
|
+7.78% |
| 3 Months |
|
|
+2.53% |
| YTD |
|
|
+139.66% |
| 1 Year |
|
|
+150.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.16 |
4.88 |
| 1M High / 1M Low: |
6.43 |
4.88 |
| 6M High / 6M Low: |
7.10 |
2.21 |
| High (YTD): |
2024-04-04 |
7.10 |
| Low (YTD): |
2024-01-18 |
2.44 |
| 52W High: |
2024-04-04 |
7.10 |
| 52W Low: |
2023-10-27 |
1.78 |
| Avg. price 1W: |
|
5.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.63% |
| Volatility 6M: |
|
94.96% |
| Volatility 1Y: |
|
94.03% |
| Volatility 3Y: |
|
- |
