DZ Bank Call 65 GXI 21.06.2024
/ DE000DW3NWW3
DZ Bank Call 65 GXI 21.06.2024/ DE000DW3NWW3 /
| 2024-04-29 5:06:39 PM |
Chg.-0.02 |
Bid5:54:31 PM |
Ask5:54:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
-0.56% |
3.57
Bid Size: 26,250 |
3.65
Ask Size: 26,250 |
GERRESHEIMER AG |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NWW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.38 |
| Parity: |
3.55 |
| Time value: |
0.10 |
| Break-even: |
101.50 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
2.53% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
2.62 |
| Rho: |
0.09 |
Quote data
| Open: |
3.59 |
| High: |
3.68 |
| Low: |
3.50 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
+13.42% |
| YTD |
|
|
+9.91% |
| 1 Year |
|
|
-8.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.72 |
3.44 |
| 1M High / 1M Low: |
4.25 |
3.32 |
| 6M High / 6M Low: |
4.60 |
2.24 |
| High (YTD): |
2024-03-06 |
4.60 |
| Low (YTD): |
2024-01-17 |
2.43 |
| 52W High: |
2023-09-01 |
5.93 |
| 52W Low: |
2023-11-16 |
2.24 |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.31% |
| Volatility 6M: |
|
113.61% |
| Volatility 1Y: |
|
100.01% |
| Volatility 3Y: |
|
- |
