DZ Bank Call 190 UNP 21.06.2024
/ DE000DW61221
DZ Bank Call 190 UNP 21.06.2024/ DE000DW61221 /
| 6/14/2024 8:27:51 AM |
Chg.-0.37 |
Bid10:53:36 AM |
Ask10:53:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-10.88% |
2.94
Bid Size: 3,000 |
-
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: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
1.90 |
| Historic volatility: |
0.18 |
| Parity: |
1.69 |
| Time value: |
1.34 |
| Break-even: |
220.30 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
25.62 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-1.40 |
| Omega: |
4.62 |
| Rho: |
0.02 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.30% |
| 1 Month |
|
|
-42.07% |
| 3 Months |
|
|
-47.03% |
| YTD |
|
|
-44.51% |
| 1 Year |
|
|
+5.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
3.40 |
| 1M High / 1M Low: |
5.26 |
3.19 |
| 6M High / 6M Low: |
6.38 |
3.19 |
| High (YTD): |
2/26/2024 |
6.38 |
| Low (YTD): |
5/30/2024 |
3.19 |
| 52W High: |
2/26/2024 |
6.38 |
| 52W Low: |
10/27/2023 |
2.39 |
| Avg. price 1W: |
|
3.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.63% |
| Volatility 6M: |
|
80.86% |
| Volatility 1Y: |
|
96.28% |
| Volatility 3Y: |
|
- |
