DZ Bank Call 60 NDA 21.06.2024
/ DE000DW366D9
DZ Bank Call 60 NDA 21.06.2024/ DE000DW366D9 /
| 5/23/2024 8:21:40 AM |
Chg.-0.02 |
Bid9:03:02 AM |
Ask9:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-1.41% |
1.42
Bid Size: 30,000 |
1.45
Ask Size: 30,000 |
AURUBIS AG |
60.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW366D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/18/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.33 |
| Parity: |
1.79 |
| Time value: |
0.09 |
| Break-even: |
78.80 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
5.03% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
3.78 |
| Rho: |
0.04 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.08% |
| 1 Month |
|
|
+6.87% |
| 3 Months |
|
|
+211.11% |
| YTD |
|
|
-14.11% |
| 1 Year |
|
|
-30.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.42 |
| 1M High / 1M Low: |
1.97 |
0.85 |
| 6M High / 6M Low: |
2.05 |
0.30 |
| High (YTD): |
5/20/2024 |
1.97 |
| Low (YTD): |
3/5/2024 |
0.30 |
| 52W High: |
7/31/2023 |
2.86 |
| 52W Low: |
3/5/2024 |
0.30 |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
47.62 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
157.26 |
| Avg. price 1Y: |
|
1.57 |
| Avg. volume 1Y: |
|
111.72 |
| Volatility 1M: |
|
236.28% |
| Volatility 6M: |
|
161.32% |
| Volatility 1Y: |
|
137.46% |
| Volatility 3Y: |
|
- |
