DZ Bank Call 1.2 SNG 21.06.2024
/ DE000DW375N9
DZ Bank Call 1.2 SNG 21.06.2024/ DE000DW375N9 /
23/05/2024 09:52:25 |
Chg.0.000 |
Bid17:36:29 |
Ask17:36:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
0.00% |
0.480 Bid Size: 1,400 |
0.980 Ask Size: 1,400 |
SINGULUS TECHNOL. EO... |
1.20 - |
21/06/2024 |
Call |
Master data
WKN: |
DW375N |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SINGULUS TECHNOL. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.20 - |
Maturity: |
21/06/2024 |
Issue date: |
18/07/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.65 |
Implied volatility: |
4.11 |
Historic volatility: |
0.63 |
Parity: |
0.65 |
Time value: |
0.39 |
Break-even: |
2.23 |
Moneyness: |
1.54 |
Premium: |
0.21 |
Premium p.a.: |
9.86 |
Spread abs.: |
0.60 |
Spread %: |
139.53% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
1.49 |
Rho: |
0.00 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+52.27% |
3 Months |
|
|
+48.89% |
YTD |
|
|
-4.29% |
1 Year |
|
|
-50.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.530 |
1M High / 1M Low: |
0.680 |
0.370 |
6M High / 6M Low: |
0.900 |
0.140 |
High (YTD): |
05/01/2024 |
0.740 |
Low (YTD): |
03/04/2024 |
0.140 |
52W High: |
15/06/2023 |
1.830 |
52W Low: |
03/04/2024 |
0.140 |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.499 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.501 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.877 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
271.31% |
Volatility 6M: |
|
222.47% |
Volatility 1Y: |
|
212.62% |
Volatility 3Y: |
|
- |