DZ Bank Call 84 GXI 21.06.2024
/ DE000DW3NW23
DZ Bank Call 84 GXI 21.06.2024/ DE000DW3NW23 /
| 2024-04-29 9:04:24 PM |
Chg.0.000 |
Bid9:08:47 PM |
Ask9:08:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
0.00% |
1.770
Bid Size: 18,750 |
1.820
Ask Size: 18,750 |
GERRESHEIMER AG |
84.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NW2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
1.65 |
| Time value: |
0.17 |
| Break-even: |
102.20 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
3.41% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
4.81 |
| Rho: |
0.10 |
Quote data
| Open: |
1.780 |
| High: |
1.890 |
| Low: |
1.680 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.38% |
| 1 Month |
|
|
-21.78% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+1.73% |
| 1 Year |
|
|
-30.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.700 |
| 1M High / 1M Low: |
2.460 |
1.590 |
| 6M High / 6M Low: |
2.870 |
1.030 |
| High (YTD): |
2024-03-06 |
2.870 |
| Low (YTD): |
2024-02-08 |
1.050 |
| 52W High: |
2023-09-01 |
4.240 |
| 52W Low: |
2023-11-16 |
1.030 |
| Avg. price 1W: |
|
1.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.344 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
130.48% |
| Volatility 6M: |
|
199.67% |
| Volatility 1Y: |
|
163.63% |
| Volatility 3Y: |
|
- |
