DZ Bank Call 170 DB1 20.09.2024
/ DE000DW5SJ72
DZ Bank Call 170 DB1 20.09.2024/ DE000DW5SJ72 /
| 2024-08-30 8:09:16 AM |
Chg.+0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
170.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DW5SJ7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-09-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.15 |
| Parity: |
3.29 |
| Time value: |
0.15 |
| Break-even: |
204.40 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
2.99% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
5.39 |
| Rho: |
0.08 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.63% |
| 1 Month |
|
|
+54.21% |
| 3 Months |
|
|
+111.54% |
| YTD |
|
|
+49.32% |
| 1 Year |
|
|
+168.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.79 |
| 1M High / 1M Low: |
3.30 |
1.18 |
| 6M High / 6M Low: |
3.30 |
1.18 |
| High (YTD): |
2024-08-30 |
3.30 |
| Low (YTD): |
2024-08-07 |
1.18 |
| 52W High: |
2024-08-30 |
3.30 |
| 52W Low: |
2023-10-27 |
0.70 |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.85 |
| Avg. volume 1Y: |
|
195.31 |
| Volatility 1M: |
|
171.61% |
| Volatility 6M: |
|
140.76% |
| Volatility 1Y: |
|
123.74% |
| Volatility 3Y: |
|
- |
