DZ Bank Call 155 DB1 20.09.2024
/ DE000DW5SJ49
DZ Bank Call 155 DB1 20.09.2024/ DE000DW5SJ49 /
| 2024-06-27 8:09:38 AM |
Chg.-0.16 |
Bid8:33:39 AM |
Ask8:33:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
-3.91% |
3.93
Bid Size: 6,000 |
4.03
Ask Size: 6,000 |
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: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
3.71 |
| Time value: |
0.33 |
| Break-even: |
195.40 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
2.54% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
4.26 |
| Rho: |
0.31 |
Quote data
| Open: |
3.93 |
| High: |
3.93 |
| Low: |
3.93 |
| Previous Close: |
4.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.36% |
| 1 Month |
|
|
+22.81% |
| 3 Months |
|
|
+12.93% |
| YTD |
|
|
+14.58% |
| 1 Year |
|
|
+54.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.09 |
3.73 |
| 1M High / 1M Low: |
4.09 |
2.57 |
| 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: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
109.37% |
| Volatility 6M: |
|
79.82% |
| Volatility 1Y: |
|
83.51% |
| Volatility 3Y: |
|
- |
