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

EUWAX
17/05/2024  16:04:32 Chg.+1.43 Bid16:05:14 Ask16:05:14 Underlying Strike price Expiration date Option type
33.84EUR +4.41% 33.76
Bid Size: 20,000
33.84
Ask Size: 20,000
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: 6.73
Leverage: Yes

Calculated values

Fair value: 13.85
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -31.31
Time value: 32.49
Break-even: 2,824.90
Moneyness: 0.87
Premium: 0.29
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 0.25%
Delta: 0.55
Theta: -0.26
Omega: 3.73
Rho: 25.22
 

Quote data

Open: 32.62
High: 33.84
Low: 32.45
Previous Close: 32.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.70%
1 Month
  -2.84%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 32.73 30.27
1M High / 1M Low: 36.25 27.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   31.78
Avg. volume 1W:   0.00
Avg. price 1M:   31.11
Avg. volume 1M:   23.81
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -