DZ Bank Call 20 UMG 21.06.2024
/ DE000DW3JS90
DZ Bank Call 20 UMG 21.06.2024/ DE000DW3JS90 /
2024-06-07 12:07:25 PM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-5.81% |
- Bid Size: - |
- Ask Size: - |
UMG UNIVERSAL MUSIC ... |
20.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3JS9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UMG UNIVERSAL MUSIC GROUP |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.82 |
Implied volatility: |
1.60 |
Historic volatility: |
0.23 |
Parity: |
0.82 |
Time value: |
0.05 |
Break-even: |
28.70 |
Moneyness: |
1.41 |
Premium: |
0.02 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.09 |
Spread %: |
11.54% |
Delta: |
0.90 |
Theta: |
-0.06 |
Omega: |
2.93 |
Rho: |
0.01 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.25% |
1 Month |
|
|
-12.90% |
3 Months |
|
|
+14.08% |
YTD |
|
|
+28.57% |
1 Year |
|
|
+305.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.810 |
1M High / 1M Low: |
0.930 |
0.770 |
6M High / 6M Low: |
0.930 |
0.540 |
High (YTD): |
2024-05-09 |
0.930 |
Low (YTD): |
2024-01-09 |
0.540 |
52W High: |
2024-05-09 |
0.930 |
52W Low: |
2023-06-21 |
0.180 |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.834 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.728 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.574 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.62% |
Volatility 6M: |
|
77.08% |
Volatility 1Y: |
|
93.17% |
Volatility 3Y: |
|
- |