DZ Bank Call 120 AIL 21.06.2024
/ DE000DW365R1
DZ Bank Call 120 AIL 21.06.2024/ DE000DW365R1 /
| 2024-05-23 1:35:32 PM |
Chg.-0.020 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.290EUR |
-0.32% |
-
Bid Size: - |
-
Ask Size: - |
AIR LIQUIDE INH. EO ... |
120.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW365R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-18 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
4.91 |
| Historic volatility: |
0.18 |
| Parity: |
4.33 |
| Time value: |
1.97 |
| Break-even: |
183.00 |
| Moneyness: |
1.36 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-2.31 |
| Omega: |
2.04 |
| Rho: |
0.01 |
Quote data
| Open: |
6.350 |
| High: |
6.410 |
| Low: |
6.250 |
| Previous Close: |
6.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.68% |
| 3 Months |
|
|
-17.78% |
| YTD |
|
|
+6.79% |
| 1 Year |
|
|
+40.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.840 |
6.290 |
| 6M High / 6M Low: |
7.780 |
4.970 |
| High (YTD): |
2024-03-20 |
7.780 |
| Low (YTD): |
2024-02-13 |
4.970 |
| 52W High: |
2024-03-20 |
7.780 |
| 52W Low: |
2023-10-20 |
3.690 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.512 |
| Avg. volume 1Y: |
|
.830 |
| Volatility 1M: |
|
27.12% |
| Volatility 6M: |
|
50.12% |
| Volatility 1Y: |
|
51.30% |
| Volatility 3Y: |
|
- |
