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

EUWAX
20/05/2024  19:03:49 Chg.+1.55 Bid22:00:05 Ask22:00:05 Underlying Strike price Expiration date Option type
24.43EUR +6.77% -
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: 9.53
Leverage: Yes

Calculated values

Fair value: 6.73
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.11
Parity: -57.86
Time value: 23.31
Break-even: 3,033.10
Moneyness: 0.79
Premium: 0.37
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 0.34%
Delta: 0.45
Theta: -0.24
Omega: 4.28
Rho: 21.61
 

Quote data

Open: 24.83
High: 25.13
Low: 23.74
Previous Close: 22.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.46%
1 Month
  -1.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 22.88 19.95
1M High / 1M Low: 22.88 18.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   21.27
Avg. volume 1W:   0.00
Avg. price 1M:   20.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -