DZ Bank Call 120 BEI 20.12.2024
/ DE000DW8NRG5
DZ Bank Call 120 BEI 20.12.2024/ DE000DW8NRG5 /
| 2024-05-21 12:34:55 PM |
Chg.-0.010 |
Bid9:58:07 PM |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-0.34% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW8NRG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-12-27 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
2.65 |
| Time value: |
0.34 |
| Break-even: |
149.90 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.99% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
4.45 |
| Rho: |
0.54 |
Quote data
| Open: |
2.920 |
| High: |
2.970 |
| Low: |
2.920 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.87% |
| 3 Months |
|
|
+36.92% |
| YTD |
|
|
+31.39% |
| 1 Year |
|
|
+96.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.080 |
2.820 |
| 6M High / 6M Low: |
3.110 |
1.540 |
| High (YTD): |
2024-05-10 |
3.110 |
| Low (YTD): |
2024-04-09 |
1.540 |
| 52W High: |
2024-05-10 |
3.110 |
| 52W Low: |
2023-07-20 |
1.040 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.816 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
40.39% |
| Volatility 6M: |
|
85.45% |
| Volatility 1Y: |
|
83.72% |
| Volatility 3Y: |
|
- |
