DZ Bank Call 190 UNP 21.06.2024
/ DE000DW61221
DZ Bank Call 190 UNP 21.06.2024/ DE000DW61221 /
6/7/2024 9:35:04 PM |
Chg.+0.090 |
Bid9:59:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.650EUR |
+2.53% |
- Bid Size: - |
- Ask Size: - |
UNION PAC. DL... |
190.00 - |
6/21/2024 |
Call |
Master data
WKN: |
DW6122 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
UNION PAC. DL 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 - |
Maturity: |
6/21/2024 |
Issue date: |
10/31/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.13 |
Intrinsic value: |
2.11 |
Implied volatility: |
1.59 |
Historic volatility: |
0.18 |
Parity: |
2.11 |
Time value: |
1.49 |
Break-even: |
226.00 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
5.83 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.69 |
Theta: |
-0.87 |
Omega: |
4.06 |
Rho: |
0.04 |
Quote data
Open: |
3.620 |
High: |
3.750 |
Low: |
3.500 |
Previous Close: |
3.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.69% |
1 Month |
|
|
-30.61% |
3 Months |
|
|
-37.18% |
YTD |
|
|
-33.03% |
1 Year |
|
|
+35.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.650 |
3.540 |
1M High / 1M Low: |
5.350 |
3.400 |
6M High / 6M Low: |
6.460 |
3.400 |
High (YTD): |
2/23/2024 |
6.460 |
Low (YTD): |
5/29/2024 |
3.400 |
52W High: |
2/23/2024 |
6.460 |
52W Low: |
10/27/2023 |
2.430 |
Avg. price 1W: |
|
3.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.306 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.153 |
Avg. volume 1Y: |
|
30.406 |
Volatility 1M: |
|
73.00% |
Volatility 6M: |
|
73.98% |
Volatility 1Y: |
|
89.62% |
Volatility 3Y: |
|
- |