DZ Bank Call 28 GBF 21.06.2024
/ DE000DW3JAM8
DZ Bank Call 28 GBF 21.06.2024/ DE000DW3JAM8 /
| 5/10/2024 6:11:33 PM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
BILFINGER SE O.N. |
28.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW3JAM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/22/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.25 |
| Parity: |
1.77 |
| Time value: |
0.08 |
| Break-even: |
46.50 |
| Moneyness: |
1.63 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
5.11% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.29 |
| Rho: |
0.03 |
Quote data
| Open: |
1.72 |
| High: |
1.80 |
| Low: |
1.72 |
| Previous Close: |
1.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.56% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
+122.78% |
| 1 Year |
|
|
+70.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.60 |
| 1M High / 1M Low: |
1.76 |
1.26 |
| 6M High / 6M Low: |
1.76 |
0.67 |
| High (YTD): |
5/10/2024 |
1.76 |
| Low (YTD): |
1/3/2024 |
0.69 |
| 52W High: |
5/10/2024 |
1.76 |
| 52W Low: |
8/24/2023 |
0.56 |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
11.72 |
| Volatility 1M: |
|
54.04% |
| Volatility 6M: |
|
87.93% |
| Volatility 1Y: |
|
87.09% |
| Volatility 3Y: |
|
- |
