DZ Bank Call 300 MUV2 21.06.2024
/ DE000DW3GUP5
DZ Bank Call 300 MUV2 21.06.2024/ DE000DW3GUP5 /
2024-05-22 1:08:57 PM |
Chg.+0.200 |
Bid1:12:31 PM |
Ask1:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
16.350EUR |
+1.24% |
16.340 Bid Size: 25,000 |
16.380 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
300.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DW3GUP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.18 |
Intrinsic value: |
16.09 |
Implied volatility: |
0.69 |
Historic volatility: |
0.17 |
Parity: |
16.09 |
Time value: |
0.13 |
Break-even: |
462.20 |
Moneyness: |
1.54 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.12 |
Spread %: |
0.75% |
Delta: |
0.99 |
Theta: |
-0.07 |
Omega: |
2.81 |
Rho: |
0.24 |
Quote data
Open: |
16.110 |
High: |
16.560 |
Low: |
16.110 |
Previous Close: |
16.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.38% |
1 Month |
|
|
+35.91% |
3 Months |
|
|
+34.02% |
YTD |
|
|
+99.39% |
1 Year |
|
|
+181.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.150 |
14.680 |
1M High / 1M Low: |
16.150 |
10.510 |
6M High / 6M Low: |
16.150 |
8.140 |
High (YTD): |
2024-05-21 |
16.150 |
Low (YTD): |
2024-01-11 |
8.140 |
52W High: |
2024-05-21 |
16.150 |
52W Low: |
2023-07-10 |
4.790 |
Avg. price 1W: |
|
15.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.444 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.113 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
95.16% |
Volatility 6M: |
|
68.29% |
Volatility 1Y: |
|
64.87% |
Volatility 3Y: |
|
- |