DZ Bank Call 35 VOS 21.06.2024
/ DE000DW3JT08
DZ Bank Call 35 VOS 21.06.2024/ DE000DW3JT08 /
5/17/2024 6:09:45 PM |
Chg.+0.05 |
Bid7:39:48 PM |
Ask7:39:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
+4.67% |
1.13 Bid Size: 14,000 |
1.25 Ask Size: 14,000 |
VOSSLOH AG O.N. |
35.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
6/22/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.96 |
Historic volatility: |
0.17 |
Parity: |
1.11 |
Time value: |
0.13 |
Break-even: |
47.30 |
Moneyness: |
1.32 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.15 |
Spread %: |
13.89% |
Delta: |
0.86 |
Theta: |
-0.05 |
Omega: |
3.22 |
Rho: |
0.03 |
Quote data
Open: |
1.09 |
High: |
1.17 |
Low: |
1.08 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
+31.76% |
3 Months |
|
|
+75.00% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+31.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.19 |
1.07 |
1M High / 1M Low: |
1.23 |
0.79 |
6M High / 6M Low: |
1.23 |
0.54 |
High (YTD): |
5/9/2024 |
1.23 |
Low (YTD): |
1/25/2024 |
0.56 |
52W High: |
5/9/2024 |
1.23 |
52W Low: |
10/31/2023 |
0.37 |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.72 |
Avg. volume 1Y: |
|
25.39 |
Volatility 1M: |
|
97.83% |
Volatility 6M: |
|
103.74% |
Volatility 1Y: |
|
90.95% |
Volatility 3Y: |
|
- |