DZ Bank Call 4.5 DEZ 21.06.2024
/ DE000DW3NTC1
DZ Bank Call 4.5 DEZ 21.06.2024/ DE000DW3NTC1 /
| - - |
Chg.- |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| -EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
4.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NTC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-04-12 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.33 |
| Parity: |
1.02 |
| Time value: |
0.80 |
| Break-even: |
6.31 |
| Moneyness: |
1.23 |
| Premium: |
0.14 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.25 |
| Spread %: |
16.03% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.26 |
| Rho: |
0.00 |
Quote data
| Open: |
- |
| High: |
- |
| Low: |
- |
| Previous Close: |
- |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+203.45% |
| 1 Year |
|
|
+4.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.77 |
1.38 |
| 6M High / 6M Low: |
1.77 |
0.14 |
| High (YTD): |
2024-04-09 |
1.77 |
| Low (YTD): |
2024-01-17 |
0.27 |
| 52W High: |
2023-04-28 |
1.92 |
| 52W Low: |
2023-10-25 |
0.12 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
15.52 |
| Avg. price 1Y: |
|
0.88 |
| Avg. volume 1Y: |
|
7.32 |
| Volatility 1M: |
|
77.67% |
| Volatility 6M: |
|
223.11% |
| Volatility 1Y: |
|
182.34% |
| Volatility 3Y: |
|
- |
