DZ Bank Call 295 MUV2 21.06.2024
/ DE000DW3GUN0
DZ Bank Call 295 MUV2 21.06.2024/ DE000DW3GUN0 /
2024-05-22 8:04:54 PM |
Chg.+0.080 |
Bid8:27:35 PM |
Ask8:27:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
16.730EUR |
+0.48% |
16.710 Bid Size: 25,000 |
16.830 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
295.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DW3GUN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
295.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.68 |
Intrinsic value: |
16.59 |
Implied volatility: |
0.72 |
Historic volatility: |
0.17 |
Parity: |
16.59 |
Time value: |
0.13 |
Break-even: |
462.20 |
Moneyness: |
1.56 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.12 |
Spread %: |
0.72% |
Delta: |
0.99 |
Theta: |
-0.08 |
Omega: |
2.73 |
Rho: |
0.24 |
Quote data
Open: |
16.610 |
High: |
17.060 |
Low: |
16.610 |
Previous Close: |
16.650 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.28% |
1 Month |
|
|
+33.52% |
3 Months |
|
|
+31.84% |
YTD |
|
|
+92.74% |
1 Year |
|
|
+171.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.650 |
15.170 |
1M High / 1M Low: |
16.650 |
11.000 |
6M High / 6M Low: |
16.650 |
8.610 |
High (YTD): |
2024-05-21 |
16.650 |
Low (YTD): |
2024-01-09 |
8.610 |
52W High: |
2024-05-21 |
16.650 |
52W Low: |
2023-07-10 |
5.160 |
Avg. price 1W: |
|
16.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.934 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.563 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.77% |
Volatility 6M: |
|
65.66% |
Volatility 1Y: |
|
62.28% |
Volatility 3Y: |
|
- |