DZ Bank Call 135 DB1/ DE000DW3NSE9 /
| 2024-06-20 8:25:35 AM | Chg.- | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.46EUR | - | - Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... | - - | 2024-06-21 | Call |
Master data
| WKN: | DW3NSE |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | DEUTSCHE BOERSE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-06-21 |
| Issue date: | 2022-06-27 |
| Last trading day: | 2024-06-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.40 |
|---|---|
| Intrinsic value: | 5.40 |
| Implied volatility: | 4.66 |
| Historic volatility: | 0.15 |
| Parity: | 5.40 |
| Time value: | 0.15 |
| Break-even: | 190.50 |
| Moneyness: | 1.40 |
| Premium: | 0.01 |
| Premium p.a.: | 16.91 |
| Spread abs.: | 0.08 |
| Spread %: | 1.46% |
| Delta: | 0.93 |
| Theta: | -2.99 |
| Omega: | 3.18 |
| Rho: | 0.00 |
Quote data
| Open: | 5.46 |
|---|---|
| High: | 5.46 |
| Low: | 5.46 |
| Previous Close: | 5.46 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.95% | ||
|---|---|---|---|
| 1 Month | +11.20% | ||
| 3 Months | +4.80% | ||
| YTD | +4.60% | ||
| 1 Year | +37.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.46 | 4.59 |
|---|---|---|
| 1M High / 1M Low: | 5.46 | 4.29 |
| 6M High / 6M Low: | 5.93 | 4.29 |
| High (YTD): | 2024-03-04 | 5.93 |
| Low (YTD): | 2024-05-30 | 4.29 |
| 52W High: | 2024-03-04 | 5.93 |
| 52W Low: | 2023-10-27 | 2.58 |
| Avg. price 1W: | 5.11 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 4.99 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 5.24 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 4.46 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 77.64% | |
| Volatility 6M: | 60.12% | |
| Volatility 1Y: | 62.53% | |
| Volatility 3Y: | - |
