DZ Bank Call 225 UNP 21.06.2024
/ DE000DJ3GCR6
DZ Bank Call 225 UNP 21.06.2024/ DE000DJ3GCR6 /
| 5/31/2024 9:34:53 PM |
Chg.+0.140 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+23.73% |
0.940
Bid Size: 5,000 |
-
Ask Size: - |
UNION PAC. DL... |
225.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DJ3GCR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.18 |
| Parity: |
-1.04 |
| Time value: |
0.73 |
| Break-even: |
232.30 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
3.24 |
| Spread abs.: |
-0.21 |
| Spread %: |
-22.34% |
| Delta: |
0.39 |
| Theta: |
-0.28 |
| Omega: |
11.51 |
| Rho: |
0.04 |
Quote data
| Open: |
0.580 |
| High: |
0.740 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
-50.34% |
| 3 Months |
|
|
-75.99% |
| YTD |
|
|
-73.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.450 |
| 1M High / 1M Low: |
2.140 |
0.450 |
| 6M High / 6M Low: |
3.410 |
0.450 |
| High (YTD): |
2/23/2024 |
3.410 |
| Low (YTD): |
5/29/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.26% |
| Volatility 6M: |
|
174.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
