DZ Bank Call 12 CRIN 20.06.2024
/ DE000DW3QRN5
DZ Bank Call 12 CRIN 20.06.2024/ DE000DW3QRN5 /
2024-06-14 2:04:56 PM |
Chg.-2.070 |
Bid2:20:41 PM |
Ask2:20:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
20.310EUR |
-9.25% |
20.370 Bid Size: 25,000 |
20.400 Ask Size: 25,000 |
UNICREDIT |
12.00 - |
2024-06-20 |
Call |
Master data
WKN: |
DW3QRN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNICREDIT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-06-28 |
Last trading day: |
2024-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
22.45 |
Intrinsic value: |
22.45 |
Implied volatility: |
3.31 |
Historic volatility: |
0.25 |
Parity: |
22.45 |
Time value: |
0.03 |
Break-even: |
34.47 |
Moneyness: |
2.87 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.09 |
Spread %: |
0.40% |
Delta: |
1.00 |
Theta: |
-0.01 |
Omega: |
1.53 |
Rho: |
0.00 |
Quote data
Open: |
22.490 |
High: |
22.490 |
Low: |
20.310 |
Previous Close: |
22.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.71% |
1 Month |
|
|
-17.14% |
3 Months |
|
|
+0.25% |
YTD |
|
|
+58.92% |
1 Year |
|
|
+158.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
24.680 |
22.380 |
1M High / 1M Low: |
25.000 |
22.380 |
6M High / 6M Low: |
25.000 |
11.830 |
High (YTD): |
2024-06-03 |
25.000 |
Low (YTD): |
2024-01-03 |
13.120 |
52W High: |
2024-06-03 |
25.000 |
52W Low: |
2023-06-15 |
7.750 |
Avg. price 1W: |
|
23.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
24.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
19.651 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
15.267 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
39.94% |
Volatility 6M: |
|
40.31% |
Volatility 1Y: |
|
47.53% |
Volatility 3Y: |
|
- |