Deutsche Bank Call 2500 GLD 19.03.2027
/ DE000DH2Z0B0
Deutsche Bank Call 2500 GLD 19.03.../ DE000DH2Z0B0 /
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: |
|
- |