DZ Bank Call 220 UNP 21.06.2024
/ DE000DW61254
DZ Bank Call 220 UNP 21.06.2024/ DE000DW61254 /
| 6/7/2024 9:35:03 PM |
Chg.+0.040 |
Bid9:59:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
-
Bid Size: - |
-
Ask Size: - |
UNION PAC. DL... |
220.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW6125 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/31/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.87 |
| Break-even: |
228.70 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
8.53 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.42 |
| Theta: |
-0.47 |
| Omega: |
10.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
1.010 |
| Low: |
0.810 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.12% |
| 1 Month |
|
|
-63.20% |
| 3 Months |
|
|
-71.52% |
| YTD |
|
|
-70.13% |
| 1 Year |
|
|
-26.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.880 |
| 1M High / 1M Low: |
2.580 |
0.760 |
| 6M High / 6M Low: |
3.820 |
0.760 |
| High (YTD): |
2/23/2024 |
3.820 |
| Low (YTD): |
5/29/2024 |
0.760 |
| 52W High: |
2/23/2024 |
3.820 |
| 52W Low: |
5/29/2024 |
0.760 |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.017 |
| Avg. volume 1Y: |
|
25.563 |
| Volatility 1M: |
|
192.42% |
| Volatility 6M: |
|
150.95% |
| Volatility 1Y: |
|
155.90% |
| Volatility 3Y: |
|
- |
