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

EUWAX
2024-06-14  9:16:02 AM Chg.+0.23 Bid10:06:28 AM Ask10:06:28 AM Underlying Strike price Expiration date Option type
10.80EUR +2.18% 10.93
Bid Size: 20,000
11.01
Ask Size: 20,000
GOLD (Fixing) 3,200.00 - 2027-03-19 Call
 

Master data

WKN: DH2Z0J
Issuer: Deutsche Bank
Currency: EUR
Underlying: GOLD (Fixing)
Type: Warrant
Option type: Call
Strike price: 3,200.00 -
Maturity: 2027-03-19
Issue date: 2024-04-04
Last trading day: 2027-03-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.15
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.12
Parity: -105.42
Time value: 10.65
Break-even: 3,306.50
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 0.17
Spread abs.: 0.08
Spread %: 0.76%
Delta: 0.26
Theta: -0.17
Omega: 5.33
Rho: 12.73
 

Quote data

Open: 10.78
High: 10.80
Low: 10.78
Previous Close: 10.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month
  -18.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.20 10.57
1M High / 1M Low: 15.74 10.57
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   11.02
Avg. volume 1W:   0.00
Avg. price 1M:   12.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -