DZ Bank Call 200 UNP 21.06.2024
/ DE000DW61239
DZ Bank Call 200 UNP 21.06.2024/ DE000DW61239 /
| 07/06/2024 08:27:10 |
Chg.+0.09 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
200.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DW6123 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/10/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.18 |
| Parity: |
1.11 |
| Time value: |
1.62 |
| Break-even: |
227.30 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
7.02 |
| Spread abs.: |
0.07 |
| Spread %: |
2.63% |
| Delta: |
0.63 |
| Theta: |
-0.80 |
| Omega: |
4.90 |
| Rho: |
0.04 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.74% |
| 1 Month |
|
|
-33.17% |
| 3 Months |
|
|
-42.55% |
| YTD |
|
|
-41.68% |
| 1 Year |
|
|
+25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.61 |
| 1M High / 1M Low: |
4.49 |
2.26 |
| 6M High / 6M Low: |
5.49 |
2.26 |
| High (YTD): |
26/02/2024 |
5.49 |
| Low (YTD): |
30/05/2024 |
2.26 |
| 52W High: |
26/02/2024 |
5.49 |
| 52W Low: |
27/10/2023 |
1.81 |
| Avg. price 1W: |
|
2.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
142.69% |
| Volatility 6M: |
|
106.56% |
| Volatility 1Y: |
|
116.26% |
| Volatility 3Y: |
|
- |
