DZ Bank Call 52 BSN 21.06.2024
/ DE000DW3NRS1
DZ Bank Call 52 BSN 21.06.2024/ DE000DW3NRS1 /
| 2024-05-23 9:08:47 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
52.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NRS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.13 |
| Parity: |
0.71 |
| Time value: |
0.07 |
| Break-even: |
59.80 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
6.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
+9.46% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+6.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.860 |
0.690 |
| 6M High / 6M Low: |
1.170 |
0.590 |
| High (YTD): |
2024-02-22 |
1.170 |
| Low (YTD): |
2024-04-09 |
0.590 |
| 52W High: |
2024-02-22 |
1.170 |
| 52W Low: |
2023-10-02 |
0.320 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.855 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.724 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.71% |
| Volatility 6M: |
|
85.38% |
| Volatility 1Y: |
|
98.63% |
| Volatility 3Y: |
|
- |
