DZ Bank Call 350 VRTX 21.06.2024
/ DE000DW0T4Q9
DZ Bank Call 350 VRTX 21.06.2024/ DE000DW0T4Q9 /
| 2024-06-18 9:34:52 PM |
Chg.-0.070 |
Bid9:59:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-5.98% |
1.100
Bid Size: 5,000 |
-
Ask Size: - |
Vertex Pharmaceutica... |
350.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DW0T4Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
3.12 |
| Historic volatility: |
0.21 |
| Parity: |
1.15 |
| Time value: |
0.08 |
| Break-even: |
448.89 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
7.51 |
| Spread abs.: |
0.07 |
| Spread %: |
6.03% |
| Delta: |
0.89 |
| Theta: |
-4.00 |
| Omega: |
3.18 |
| Rho: |
0.02 |
Quote data
| Open: |
1.160 |
| High: |
1.180 |
| Low: |
1.100 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
+20.88% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+54.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.160 |
| 1M High / 1M Low: |
1.260 |
0.860 |
| 6M High / 6M Low: |
1.260 |
0.470 |
| High (YTD): |
2024-06-10 |
1.260 |
| Low (YTD): |
2024-04-30 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.777 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.42% |
| Volatility 6M: |
|
87.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
