DZ Bank Call 2 IES 20.06.2024
/ DE000DW3JKL9
DZ Bank Call 2 IES 20.06.2024/ DE000DW3JKL9 /
| 2024-05-27 9:07:46 AM |
Chg.+0.05 |
Bid6:33:50 PM |
Ask6:33:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+3.33% |
1.54
Bid Size: 100,000 |
1.60
Ask Size: 100,000 |
INTESA SANPAOLO |
2.00 - |
2024-06-20 |
Call |
Master data
| WKN: |
DW3JKL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 - |
| Maturity: |
2024-06-20 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.21 |
| Parity: |
1.55 |
| Time value: |
0.04 |
| Break-even: |
3.59 |
| Moneyness: |
1.78 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
3.92% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.12 |
| Rho: |
0.00 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
+2.65% |
| 3 Months |
|
|
+61.46% |
| YTD |
|
|
+127.94% |
| 1 Year |
|
|
+297.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.50 |
| 1M High / 1M Low: |
1.74 |
1.49 |
| 6M High / 6M Low: |
1.74 |
0.64 |
| High (YTD): |
2024-05-17 |
1.74 |
| Low (YTD): |
2024-01-02 |
0.71 |
| 52W High: |
2024-05-17 |
1.74 |
| 52W Low: |
2023-05-31 |
0.32 |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.10% |
| Volatility 6M: |
|
52.59% |
| Volatility 1Y: |
|
74.12% |
| Volatility 3Y: |
|
- |
