DZ Bank Call 16 MOR 21.06.2024
/ DE000DW5E340
DZ Bank Call 16 MOR 21.06.2024/ DE000DW5E340 /
| 2024-06-04 9:04:31 AM |
Chg.+0.360 |
Bid2024-06-04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.020EUR |
+7.73% |
5.020
Bid Size: 35,000 |
-
Ask Size: - |
MORPHOSYS AG O.N. |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW5E34 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.27 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
- |
| Historic volatility: |
0.79 |
| Parity: |
5.27 |
| Time value: |
-0.61 |
| Break-even: |
62.60 |
| Moneyness: |
4.29 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.740 |
| High: |
5.020 |
| Low: |
4.740 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.96% |
| 1 Month |
|
|
+11.06% |
| 3 Months |
|
|
+13.57% |
| YTD |
|
|
+156.12% |
| 1 Year |
|
|
+332.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.660 |
4.650 |
| 1M High / 1M Low: |
4.920 |
4.530 |
| 6M High / 6M Low: |
4.920 |
1.090 |
| High (YTD): |
2024-05-16 |
4.920 |
| Low (YTD): |
2024-01-12 |
1.610 |
| 52W High: |
2024-05-16 |
4.920 |
| 52W Low: |
2023-11-23 |
0.420 |
| Avg. price 1W: |
|
4.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.630 |
| Avg. volume 6M: |
|
12 |
| Avg. price 1Y: |
|
2.494 |
| Avg. volume 1Y: |
|
23.525 |
| Volatility 1M: |
|
27.33% |
| Volatility 6M: |
|
136.56% |
| Volatility 1Y: |
|
134.95% |
| Volatility 3Y: |
|
- |
