Deutsche Bank Call 2400 GLD 19.03.2027
/ DE000DH2Z0A2
Deutsche Bank Call 2400 GLD 19.03.../ DE000DH2Z0A2 /
20/05/2024 19:10:33 |
Chg.+2.070 |
Bid19:59:55 |
Ask19:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
41.520EUR |
+5.25% |
41.920 Bid Size: 20,000 |
42.000 Ask Size: 20,000 |
GOLD (Fixing) |
2,400.00 - |
19/03/2027 |
Call |
Master data
WKN: |
DH2Z0A |
Issuer: |
Deutsche Bank |
Currency: |
EUR |
Underlying: |
GOLD (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 - |
Maturity: |
19/03/2027 |
Issue date: |
04/04/2024 |
Last trading day: |
18/03/2027 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
19.87 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.11 |
Parity: |
-17.86 |
Time value: |
40.04 |
Break-even: |
2,800.40 |
Moneyness: |
0.93 |
Premium: |
0.26 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
0.20% |
Delta: |
0.61 |
Theta: |
-0.27 |
Omega: |
3.39 |
Rho: |
27.12 |
Quote data
Open: |
42.120 |
High: |
42.310 |
Low: |
40.220 |
Previous Close: |
39.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.66% |
1 Month |
|
|
+0.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
39.450 |
34.990 |
1M High / 1M Low: |
39.450 |
32.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
37.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
35.337 |
Avg. volume 1M: |
|
1.263 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |