DZ Bank Call 68 GOB 20.12.2024
/ DE000DW83KH3
DZ Bank Call 68 GOB 20.12.2024/ DE000DW83KH3 /
| 08/10/2024 09:07:37 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ST GOBAIN ... |
68.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW83KH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2023 |
| Last trading day: |
08/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.40 |
| Time value: |
0.14 |
| Break-even: |
83.40 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
0.11 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.96% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
+22.95% |
| YTD |
|
|
+127.27% |
| 1 Year |
|
|
+552.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.48 |
| 1M High / 1M Low: |
1.78 |
1.08 |
| 6M High / 6M Low: |
1.78 |
0.71 |
| High (YTD): |
20/09/2024 |
1.78 |
| Low (YTD): |
23/01/2024 |
0.38 |
| 52W High: |
20/09/2024 |
1.78 |
| 52W Low: |
26/10/2023 |
0.11 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.74% |
| Volatility 6M: |
|
137.40% |
| Volatility 1Y: |
|
138.06% |
| Volatility 3Y: |
|
- |
