DZ Bank Call 95 GXI 21.06.2024
/ DE000DW3JG29
DZ Bank Call 95 GXI 21.06.2024/ DE000DW3JG29 /
| 2024-04-29 9:34:45 PM |
Chg.+0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
0.910
Bid Size: 7,500 |
0.940
Ask Size: 7,500 |
GERRESHEIMER AG |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JG2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
0.55 |
| Time value: |
0.37 |
| Break-even: |
104.20 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
7.54 |
| Rho: |
0.09 |
Quote data
| Open: |
0.900 |
| High: |
1.000 |
| Low: |
0.830 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-15.09% |
| 1 Year |
|
|
-52.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.850 |
| 1M High / 1M Low: |
1.540 |
0.820 |
| 6M High / 6M Low: |
1.960 |
0.500 |
| High (YTD): |
2024-03-06 |
1.960 |
| Low (YTD): |
2024-02-08 |
0.500 |
| 52W High: |
2023-09-01 |
3.350 |
| 52W Low: |
2024-02-08 |
0.500 |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.006 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.626 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
179.18% |
| Volatility 6M: |
|
297.92% |
| Volatility 1Y: |
|
233.28% |
| Volatility 3Y: |
|
- |
