DZ Bank Call 95 SY1 21.06.2024
/ DE000DW6Q2J5
DZ Bank Call 95 SY1 21.06.2024/ DE000DW6Q2J5 /
| 2024-06-05 3:05:51 PM |
Chg.+0.09 |
Bid3:14:44 PM |
Ask3:14:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+5.59% |
1.68
Bid Size: 60,000 |
1.70
Ask Size: 60,000 |
SYMRISE AG INH. O.N. |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW6Q2J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
1.57 |
| Time value: |
0.09 |
| Break-even: |
111.60 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.22% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
5.98 |
| Rho: |
0.04 |
Quote data
| Open: |
1.63 |
| High: |
1.70 |
| Low: |
1.63 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.79% |
| 1 Month |
|
|
+142.86% |
| 3 Months |
|
|
+153.73% |
| YTD |
|
|
+73.47% |
| 1 Year |
|
|
+15.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.32 |
| 1M High / 1M Low: |
1.61 |
0.69 |
| 6M High / 6M Low: |
1.84 |
0.50 |
| High (YTD): |
2024-03-25 |
1.84 |
| Low (YTD): |
2024-01-23 |
0.50 |
| 52W High: |
2024-03-25 |
1.84 |
| 52W Low: |
2024-01-23 |
0.50 |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
64.06 |
| Volatility 1M: |
|
175.82% |
| Volatility 6M: |
|
167.17% |
| Volatility 1Y: |
|
145.56% |
| Volatility 3Y: |
|
- |
