DZ Bank Call CRIN/ DE000DW5JUA6 /
2024-06-19 9:34:55 PM | Chg.-0.220 | Bid9:58:01 PM | Ask9:58:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
18.010EUR | -1.21% | - Bid Size: - |
- Ask Size: - |
UNICREDIT | - - | 2024-06-20 | Call |
Master data
WKN: | DW5JUA |
---|---|
Issuer: | DZ Bank AG |
Currency: | EUR |
Underlying: | UNICREDIT |
Type: | Warrant |
Option type: | Call |
Strike price: | - - |
Maturity: | 2024-06-20 |
Issue date: | 2022-09-15 |
Last trading day: | 2024-06-19 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 1.86 |
Leverage: | Yes |
Calculated values
Fair value: | 18.09 |
---|---|
Intrinsic value: | 18.09 |
Implied volatility: | 8.93 |
Historic volatility: | 0.26 |
Parity: | 18.09 |
Time value: | 0.24 |
Break-even: | 34.33 |
Moneyness: | 2.13 |
Premium: | 0.01 |
Premium p.a.: | 11.94 |
Spread abs.: | 0.09 |
Spread %: | 0.49% |
Delta: | 0.97 |
Theta: | -0.57 |
Omega: | 1.80 |
Rho: | 0.00 |
Quote data
Open: | 18.130 |
---|---|
High: | 18.430 |
Low: | 18.010 |
Previous Close: | 18.230 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -2.01% | ||
---|---|---|---|
1 Month | -11.28% | ||
3 Months | -0.33% | ||
YTD | +101.45% | ||
1 Year | +234.14% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 18.380 | 16.230 |
---|---|---|
1M High / 1M Low: | 21.010 | 16.230 |
6M High / 6M Low: | 21.010 | 8.680 |
High (YTD): | 2024-06-03 | 21.010 |
Low (YTD): | 2024-01-03 | 9.270 |
52W High: | 2024-06-03 | 21.010 |
52W Low: | 2023-06-20 | 5.390 |
Avg. price 1W: | 17.640 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 19.647 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 15.997 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 11.707 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 69.28% | |
Volatility 6M: | 54.53% | |
Volatility 1Y: | 65.32% | |
Volatility 3Y: | - |