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DZ Bank Call 190 UNP 20.12.2024/  DE000DJ0TEH2  /

Frankfurt Zert./DZB
2024-06-07  9:35:02 PM Chg.+0.080 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
4.200EUR +1.94% -
Bid Size: -		 -
Ask Size: -		 UNION PAC. DL... 190.00 - 2024-12-20 Call
 

Master data

WKN: DJ0TEH
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.11
Implied volatility: 0.48
Historic volatility: 0.18
Parity: 2.11
Time value: 2.06
Break-even: 231.70
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.70
Theta: -0.08
Omega: 3.56
Rho: 0.57
 

Quote data

Open: 4.160
High: 4.290
Low: 4.070
Previous Close: 4.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -26.70%
3 Months
  -32.91%
YTD
  -29.05%
1 Year  
+34.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.200 4.110
1M High / 1M Low: 5.800 3.980
6M High / 6M Low: 6.900 3.980
High (YTD): 2024-02-23 6.900
Low (YTD): 2024-05-29 3.980
52W High: 2024-02-23 6.900
52W Low: 2023-06-23 2.880
Avg. price 1W:   4.136
Avg. volume 1W:   0.000
Avg. price 1M:   4.815
Avg. volume 1M:   0.000
Avg. price 6M:   5.523
Avg. volume 6M:   0.000
Avg. price 1Y:   4.675
Avg. volume 1Y:   0.000
Volatility 1M:   60.58%
Volatility 6M:   61.58%
Volatility 1Y:   74.53%
Volatility 3Y:   -