DZ Bank Call 15 PHI1 21.06.2024
/ DE000DW7ZP73
DZ Bank Call 15 PHI1 21.06.2024/ DE000DW7ZP73 /
| 2024-05-23 1:35:11 PM |
Chg.-0.010 |
Bid9:58:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
KONINKL. PHILIPS EO ... |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW7ZP7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-25 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
3.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.91 |
| Time value: |
0.08 |
| Break-even: |
24.90 |
| Moneyness: |
1.61 |
| Premium: |
0.03 |
| Premium p.a.: |
4.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.15 |
| Omega: |
2.17 |
| Rho: |
0.00 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.00% |
| 3 Months |
|
|
+110.42% |
| YTD |
|
|
+55.38% |
| 1 Year |
|
|
+110.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
1.000 |
| 6M High / 6M Low: |
1.070 |
0.340 |
| High (YTD): |
2024-05-17 |
1.070 |
| Low (YTD): |
2024-03-25 |
0.340 |
| 52W High: |
2024-05-17 |
1.070 |
| 52W Low: |
2023-10-20 |
0.320 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.539 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
43.08% |
| Volatility 6M: |
|
185.80% |
| Volatility 1Y: |
|
143.35% |
| Volatility 3Y: |
|
- |
