DZ Bank Call 215 MTX 21.06.2024
/ DE000DW45FN0
DZ Bank Call 215 MTX 21.06.2024/ DE000DW45FN0 /
| 2024-05-23 4:04:54 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
215.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW45FN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-31 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.27 |
| Parity: |
0.94 |
| Time value: |
0.61 |
| Break-even: |
230.50 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
10.56 |
| Spread abs.: |
-0.37 |
| Spread %: |
-19.27% |
| Delta: |
0.67 |
| Theta: |
-1.18 |
| Omega: |
9.67 |
| Rho: |
0.01 |
Quote data
| Open: |
1.56 |
| High: |
2.03 |
| Low: |
1.56 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.78% |
| 3 Months |
|
|
+17.34% |
| YTD |
|
|
+217.19% |
| 1 Year |
|
|
-41.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.03 |
1.51 |
| 6M High / 6M Low: |
2.50 |
0.46 |
| High (YTD): |
2024-04-02 |
2.50 |
| Low (YTD): |
2024-01-03 |
0.63 |
| 52W High: |
2023-06-20 |
4.41 |
| 52W Low: |
2023-09-22 |
0.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
400 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
18.52 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
10.50 |
| Volatility 1M: |
|
374.86% |
| Volatility 6M: |
|
209.70% |
| Volatility 1Y: |
|
211.21% |
| Volatility 3Y: |
|
- |
