DZ Bank Call 200 3V64 21.06.2024
/ DE000DW613Q6
DZ Bank Call 200 3V64 21.06.2024/ DE000DW613Q6 /
2024-06-14 8:27:50 AM |
Chg.+0.11 |
Bid7:33:51 PM |
Ask7:33:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.70EUR |
+1.67% |
6.69 Bid Size: 30,000 |
- Ask Size: - |
VISA INC. CL. A DL -... |
200.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW613Q |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.27 |
Intrinsic value: |
5.26 |
Implied volatility: |
2.73 |
Historic volatility: |
0.12 |
Parity: |
5.26 |
Time value: |
1.39 |
Break-even: |
266.50 |
Moneyness: |
1.26 |
Premium: |
0.06 |
Premium p.a.: |
15.46 |
Spread abs.: |
-0.02 |
Spread %: |
-0.30% |
Delta: |
0.79 |
Theta: |
-1.98 |
Omega: |
3.00 |
Rho: |
0.03 |
Quote data
Open: |
6.70 |
High: |
6.70 |
Low: |
6.70 |
Previous Close: |
6.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.42% |
1 Month |
|
|
-10.07% |
3 Months |
|
|
-17.59% |
YTD |
|
|
+9.84% |
1 Year |
|
|
+68.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.38 |
6.59 |
1M High / 1M Low: |
7.58 |
6.31 |
6M High / 6M Low: |
8.60 |
5.83 |
High (YTD): |
2024-03-22 |
8.60 |
Low (YTD): |
2024-01-03 |
5.83 |
52W High: |
2024-03-22 |
8.60 |
52W Low: |
2023-10-27 |
3.96 |
Avg. price 1W: |
|
7.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.13 |
Avg. volume 6M: |
|
65.36 |
Avg. price 1Y: |
|
5.99 |
Avg. volume 1Y: |
|
91.76 |
Volatility 1M: |
|
55.99% |
Volatility 6M: |
|
47.31% |
Volatility 1Y: |
|
52.32% |
Volatility 3Y: |
|
- |