Deutsche Bank Call 2500 GLD 19.03.../  DE000DH2Z0B0  /

EUWAX
2024-05-20  7:03:49 PM Chg.- Bid8:24:50 AM Ask8:24:50 AM Underlying Strike price Expiration date Option type
36.35EUR - 35.57
Bid Size: 20,000
35.65
Ask Size: 20,000
GOLD (Fixing) 2,500.00 - 2027-03-19 Call
 

Master data

WKN: DH2Z0B
Issuer: Deutsche Bank
Currency: EUR
Underlying: GOLD (Fixing)
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2027-03-19
Issue date: 2024-04-04
Last trading day: 2027-03-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 6.34
Leverage: Yes

Calculated values

Fair value: 15.53
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -27.86
Time value: 35.01
Break-even: 2,850.10
Moneyness: 0.89
Premium: 0.28
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 0.23%
Delta: 0.57
Theta: -0.27
Omega: 3.62
Rho: 26.00
 

Quote data

Open: 37.01
High: 37.27
Low: 35.47
Previous Close: 34.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.66%
1 Month  
+0.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 36.35 31.16
1M High / 1M Low: 36.35 27.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   33.40
Avg. volume 1W:   0.00
Avg. price 1M:   30.87
Avg. volume 1M:   25
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -