Deutsche Bank Call 2800 GLD 19.03.../  DE000DH2Z0E4  /

EUWAX
13/06/2024  19:04:26 Chg.-1.14 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
16.67EUR -6.40% -
Bid Size: -
-
Ask Size: -
GOLD (Fixing) 2,800.00 - 19/03/2027 Call
 

Master data

WKN: DH2Z0E
Issuer: Deutsche Bank
Currency: EUR
Underlying: GOLD (Fixing)
Type: Warrant
Option type: Call
Strike price: 2,800.00 -
Maturity: 19/03/2027
Issue date: 04/04/2024
Last trading day: 18/03/2027
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 5.17
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.12
Parity: -64.98
Time value: 17.78
Break-even: 2,977.80
Moneyness: 0.77
Premium: 0.38
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 0.45%
Delta: 0.39
Theta: -0.21
Omega: 4.74
Rho: 18.41
 

Quote data

Open: 17.35
High: 17.45
Low: 16.55
Previous Close: 17.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month
  -16.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.95 17.47
1M High / 1M Low: 24.43 17.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   18.09
Avg. volume 1W:   0.00
Avg. price 1M:   19.97
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -