DZ Bank Call 145 DB1 20.09.2024
/ DE000DW6T9F5
DZ Bank Call 145 DB1 20.09.2024/ DE000DW6T9F5 /
| 2024-07-15 2:35:29 PM |
Chg.+0.050 |
Bid9:58:01 PM |
Ask2024-07-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.820EUR |
+1.05% |
-
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: |
4.750 |
| High: |
4.910 |
| Low: |
4.750 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.63% |
| 3 Months |
|
|
+26.18% |
| YTD |
|
|
+8.80% |
| 1 Year |
|
|
+43.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.050 |
4.280 |
| 6M High / 6M Low: |
5.070 |
3.550 |
| High (YTD): |
2024-02-29 |
5.070 |
| Low (YTD): |
2024-05-29 |
3.550 |
| 52W High: |
2024-02-29 |
5.070 |
| 52W Low: |
2023-10-27 |
1.960 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.366 |
| Avg. volume 6M: |
|
7.563 |
| Avg. price 1Y: |
|
3.766 |
| Avg. volume 1Y: |
|
3.629 |
| Volatility 1M: |
|
60.96% |
| Volatility 6M: |
|
70.09% |
| Volatility 1Y: |
|
68.42% |
| Volatility 3Y: |
|
- |
