DZ Bank Call 5.5 DEZ 21.06.2024
/ DE000DW3JD71
DZ Bank Call 5.5 DEZ 21.06.2024/ DE000DW3JD71 /
| 2024-04-24 6:09:55 PM |
Chg.-0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JD7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
0.19 |
| Time value: |
0.31 |
| Break-even: |
6.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
13.64% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
7.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
+5.41% |
| YTD |
|
|
+143.75% |
| 1 Year |
|
|
-64.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.890 |
0.380 |
| 6M High / 6M Low: |
0.890 |
0.007 |
| High (YTD): |
2024-04-09 |
0.890 |
| Low (YTD): |
2024-01-17 |
0.030 |
| 52W High: |
2023-04-28 |
1.310 |
| 52W Low: |
2023-10-25 |
0.007 |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
357.143 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
733.492 |
| Avg. price 1Y: |
|
0.416 |
| Avg. volume 1Y: |
|
1,044.609 |
| Volatility 1M: |
|
204.42% |
| Volatility 6M: |
|
512.45% |
| Volatility 1Y: |
|
401.53% |
| Volatility 3Y: |
|
- |
