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: |
|
- |