DZ Bank Call 155 DB1 20.09.2024
/ DE000DW5SJ49
DZ Bank Call 155 DB1 20.09.2024/ DE000DW5SJ49 /
| 2024-07-26 8:09:23 AM |
Chg.-0.25 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
-6.81% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
155.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DW5SJ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
3.32 |
| Time value: |
0.21 |
| Break-even: |
190.20 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
2.92% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
4.89 |
| Rho: |
0.21 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.38% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
-0.29% |
| 1 Year |
|
|
+30.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
3.34 |
| 1M High / 1M Low: |
4.13 |
3.31 |
| 6M High / 6M Low: |
4.16 |
2.57 |
| High (YTD): |
2024-03-01 |
4.16 |
| Low (YTD): |
2024-05-30 |
2.57 |
| 52W High: |
2024-03-01 |
4.16 |
| 52W Low: |
2023-10-27 |
1.36 |
| Avg. price 1W: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.00% |
| Volatility 6M: |
|
82.67% |
| Volatility 1Y: |
|
83.27% |
| Volatility 3Y: |
|
- |
