DZ Bank Call 145 DB1 20.09.2024
/ DE000DW6T9F5
DZ Bank Call 145 DB1 20.09.2024/ DE000DW6T9F5 /
| 2024-07-15 8:27:02 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.75EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
145.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DW6T9F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-10-24 |
| Last trading day: |
2024-07-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.15 |
| Parity: |
4.32 |
| Time value: |
0.57 |
| Break-even: |
193.80 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.18 |
| Spread %: |
3.83% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
3.29 |
| Rho: |
0.17 |
Quote data
| Open: |
4.75 |
| High: |
4.75 |
| Low: |
4.75 |
| Previous Close: |
4.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.19% |
| 3 Months |
|
|
+25.99% |
| YTD |
|
|
+10.21% |
| 1 Year |
|
|
+40.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.11 |
4.28 |
| 6M High / 6M Low: |
5.11 |
3.51 |
| High (YTD): |
2024-06-28 |
5.11 |
| Low (YTD): |
2024-05-30 |
3.51 |
| 52W High: |
2024-06-28 |
5.11 |
| 52W Low: |
2023-10-27 |
1.97 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.54% |
| Volatility 6M: |
|
69.01% |
| Volatility 1Y: |
|
69.44% |
| Volatility 3Y: |
|
- |
