DZ Bank Call 140 BEI 21.06.2024
/ DE000DW3NNT8
DZ Bank Call 140 BEI 21.06.2024/ DE000DW3NNT8 /
| 2024-05-23 1:35:02 PM |
Chg.-0.100 |
Bid9:58:01 PM |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-12.66% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NNT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.14 |
| Parity: |
0.44 |
| Time value: |
0.43 |
| Break-even: |
148.60 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.15 |
| Spread %: |
21.13% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
10.76 |
| Rho: |
0.05 |
Quote data
| Open: |
0.790 |
| High: |
0.870 |
| Low: |
0.690 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+64.29% |
| 3 Months |
|
|
+213.64% |
| YTD |
|
|
+32.69% |
| 1 Year |
|
|
+60.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.870 |
0.540 |
| 6M High / 6M Low: |
0.870 |
0.090 |
| High (YTD): |
2024-05-10 |
0.870 |
| Low (YTD): |
2024-04-10 |
0.090 |
| 52W High: |
2024-05-10 |
0.870 |
| 52W Low: |
2024-04-10 |
0.090 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.350 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
161.95% |
| Volatility 6M: |
|
262.80% |
| Volatility 1Y: |
|
216.52% |
| Volatility 3Y: |
|
- |
