DZ Bank Call 35 VOS 21.06.2024
/ DE000DW3JT08
DZ Bank Call 35 VOS 21.06.2024/ DE000DW3JT08 /
| 2024-05-21 8:12:18 AM |
Chg.+0.01 |
Bid10:00:33 AM |
Ask10:00:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+0.89% |
1.19
Bid Size: 40,000 |
1.24
Ask Size: 40,000 |
VOSSLOH AG O.N. |
35.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JT0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOSSLOH AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.17 |
| Parity: |
1.15 |
| Time value: |
0.13 |
| Break-even: |
47.80 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.15 |
| Spread %: |
13.27% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.12 |
| Rho: |
0.02 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.88% |
| 1 Month |
|
|
+43.04% |
| 3 Months |
|
|
+91.53% |
| YTD |
|
|
+41.25% |
| 1 Year |
|
|
+32.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.07 |
| 1M High / 1M Low: |
1.23 |
0.83 |
| 6M High / 6M Low: |
1.23 |
0.54 |
| High (YTD): |
2024-05-09 |
1.23 |
| Low (YTD): |
2024-01-25 |
0.56 |
| 52W High: |
2024-05-09 |
1.23 |
| 52W Low: |
2023-10-31 |
0.37 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.72 |
| Avg. volume 1Y: |
|
25.49 |
| Volatility 1M: |
|
96.64% |
| Volatility 6M: |
|
103.40% |
| Volatility 1Y: |
|
91.16% |
| Volatility 3Y: |
|
- |
