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

EUWAX
06/06/2024  19:04:28 Chg.+1.36 Bid20:00:01 Ask20:00:01 Underlying Strike price Expiration date Option type
30.64EUR +4.64% -
Bid Size: -
-
Ask Size: -
GOLD (Fixing) 2,500.00 - 19/03/2027 Call
 

Master data

WKN: DH2Z0B
Issuer: Deutsche Bank
Currency: EUR
Underlying: GOLD (Fixing)
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 19/03/2027
Issue date: 04/04/2024
Last trading day: 18/03/2027
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 12.56
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.11
Parity: -33.40
Time value: 29.85
Break-even: 2,798.50
Moneyness: 0.87
Premium: 0.29
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 0.27%
Delta: 0.54
Theta: -0.25
Omega: 3.89
Rho: 23.98
 

Quote data

Open: 30.51
High: 30.89
Low: 29.57
Previous Close: 29.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month  
+3.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 29.95 27.73
1M High / 1M Low: 36.35 27.73
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   29.09
Avg. volume 1W:   0.00
Avg. price 1M:   30.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -