Deutsche Bank Call 3200 GLD 19.03.../  DE000DH2Z0J3  /

EUWAX
6/7/2024  7:04:08 PM Chg.-1.67 Bid7:22:58 PM Ask7:22:58 PM Underlying Strike price Expiration date Option type
11.04EUR -13.14% 10.97
Bid Size: 20,000
11.05
Ask Size: 20,000
GOLD (Fixing) 3,200.00 - 3/19/2027 Call
 

Master data

WKN: DH2Z0J
Issuer: Deutsche Bank
Currency: EUR
Underlying: GOLD (Fixing)
Type: Warrant
Option type: Call
Strike price: 3,200.00 -
Maturity: 3/19/2027
Issue date: 4/4/2024
Last trading day: 3/18/2027
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 17.04
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.11
Parity: -101.87
Time value: 12.80
Break-even: 3,328.00
Moneyness: 0.68
Premium: 0.53
Premium p.a.: 0.16
Spread abs.: 0.08
Spread %: 0.63%
Delta: 0.29
Theta: -0.19
Omega: 5.00
Rho: 14.24
 

Quote data

Open: 12.82
High: 12.86
Low: 10.98
Previous Close: 12.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.38%
1 Month
  -9.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.71 11.41
1M High / 1M Low: 15.74 11.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   12.06
Avg. volume 1W:   0.00
Avg. price 1M:   12.99
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -