DZ Bank Call 150 DB1 20.09.2024
/ DE000DW5SJ31
DZ Bank Call 150 DB1 20.09.2024/ DE000DW5SJ31 /
| 2024-07-15 2:35:30 PM |
Chg.+0.040 |
Bid9:58:01 PM |
Ask2024-07-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
150.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DW5SJ3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-09-22 |
| Last trading day: |
2024-07-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.15 |
| Parity: |
3.82 |
| Time value: |
0.58 |
| Break-even: |
193.90 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.18 |
| Spread %: |
4.28% |
| Delta: |
0.84 |
| Theta: |
-0.12 |
| Omega: |
3.60 |
| Rho: |
0.17 |
Quote data
| Open: |
4.260 |
| High: |
4.420 |
| Low: |
4.260 |
| Previous Close: |
4.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.81% |
| 3 Months |
|
|
+29.64% |
| YTD |
|
|
+8.79% |
| 1 Year |
|
|
+45.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.560 |
3.800 |
| 6M High / 6M Low: |
4.590 |
3.050 |
| High (YTD): |
2024-02-29 |
4.590 |
| Low (YTD): |
2024-05-14 |
3.050 |
| 52W High: |
2024-02-29 |
4.590 |
| 52W Low: |
2023-10-27 |
1.640 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.332 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.33% |
| Volatility 6M: |
|
78.47% |
| Volatility 1Y: |
|
75.12% |
| Volatility 3Y: |
|
- |
