DZ Bank Call 180 UNP 21.06.2024
/ DE000DW61213
DZ Bank Call 180 UNP 21.06.2024/ DE000DW61213 /
| 5/31/2024 9:35:21 PM |
Chg.+0.170 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.710EUR |
+3.74% |
4.970
Bid Size: 5,000 |
-
Ask Size: - |
UNION PAC. DL... |
180.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/31/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.18 |
| Parity: |
3.46 |
| Time value: |
1.25 |
| Break-even: |
227.10 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
-0.26 |
| Spread %: |
-5.23% |
| Delta: |
0.76 |
| Theta: |
-0.57 |
| Omega: |
3.46 |
| Rho: |
0.06 |
Quote data
| Open: |
4.500 |
| High: |
4.720 |
| Low: |
4.480 |
| Previous Close: |
4.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.26% |
| 1 Month |
|
|
-14.05% |
| 3 Months |
|
|
-32.42% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
+54.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.730 |
4.330 |
| 1M High / 1M Low: |
6.270 |
4.330 |
| 6M High / 6M Low: |
7.370 |
4.330 |
| High (YTD): |
2/23/2024 |
7.370 |
| Low (YTD): |
5/29/2024 |
4.330 |
| 52W High: |
2/23/2024 |
7.370 |
| 52W Low: |
6/23/2023 |
3.030 |
| Avg. price 1W: |
|
4.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.929 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.34% |
| Volatility 6M: |
|
62.17% |
| Volatility 1Y: |
|
77.89% |
| Volatility 3Y: |
|
- |
