DZ Bank Call 180 UNP 21.06.2024
/ DE000DW61213
DZ Bank Call 180 UNP 21.06.2024/ DE000DW61213 /
| 07/06/2024 21:35:04 |
Chg.+0.100 |
Bid21:59:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.570EUR |
+2.24% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
180.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DW6121 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/10/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
1.87 |
| Historic volatility: |
0.18 |
| Parity: |
3.11 |
| Time value: |
1.46 |
| Break-even: |
225.70 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
5.58 |
| Spread abs.: |
0.06 |
| Spread %: |
1.33% |
| Delta: |
0.74 |
| Theta: |
-0.94 |
| Omega: |
3.40 |
| Rho: |
0.04 |
Quote data
| Open: |
4.530 |
| High: |
4.660 |
| Low: |
4.420 |
| Previous Close: |
4.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.97% |
| 1 Month |
|
|
-26.05% |
| 3 Months |
|
|
-31.79% |
| YTD |
|
|
-27.23% |
| 1 Year |
|
|
+38.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.570 |
4.450 |
| 1M High / 1M Low: |
6.270 |
4.330 |
| 6M High / 6M Low: |
7.370 |
4.330 |
| High (YTD): |
23/02/2024 |
7.370 |
| Low (YTD): |
29/05/2024 |
4.330 |
| 52W High: |
23/02/2024 |
7.370 |
| 52W Low: |
23/06/2023 |
3.030 |
| Avg. price 1W: |
|
4.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.954 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.43% |
| Volatility 6M: |
|
62.35% |
| Volatility 1Y: |
|
76.87% |
| Volatility 3Y: |
|
- |
