DZ Bank Call 9 FTE 21.06.2024
/ DE000DW8ALY8
DZ Bank Call 9 FTE 21.06.2024/ DE000DW8ALY8 /
| 2024-04-26 9:34:50 PM |
Chg.-0.050 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-3.27% |
1.470
Bid Size: 5,000 |
1.550
Ask Size: 5,000 |
ORANGE INH. ... |
9.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW8ALY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.13 |
| Parity: |
1.40 |
| Time value: |
0.16 |
| Break-even: |
10.55 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
5.44% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
5.83 |
| Rho: |
0.01 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
1.450 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.43% |
| 1 Month |
|
|
-20.86% |
| 3 Months |
|
|
-37.02% |
| YTD |
|
|
-3.90% |
| 1 Year |
|
|
-46.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.480 |
| 1M High / 1M Low: |
2.090 |
1.420 |
| 6M High / 6M Low: |
2.450 |
1.420 |
| High (YTD): |
2024-01-23 |
2.450 |
| Low (YTD): |
2024-04-15 |
1.420 |
| 52W High: |
2023-04-28 |
2.840 |
| 52W Low: |
2023-08-07 |
1.350 |
| Avg. price 1W: |
|
1.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.951 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
110.39% |
| Volatility 6M: |
|
80.00% |
| Volatility 1Y: |
|
75.19% |
| Volatility 3Y: |
|
- |
