DZ Bank Call 36 FIE 21.06.2024
/ DE000DW5CC93
DZ Bank Call 36 FIE 21.06.2024/ DE000DW5CC93 /
2024-05-10 6:10:00 PM |
Chg.-0.05 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-4.31% |
- Bid Size: - |
- Ask Size: - |
FIELMANN GROUP AG O.... |
36.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW5CC9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FIELMANN GROUP AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.78 |
Historic volatility: |
0.23 |
Parity: |
1.10 |
Time value: |
0.10 |
Break-even: |
48.00 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.09 |
Spread %: |
8.11% |
Delta: |
0.88 |
Theta: |
-0.03 |
Omega: |
3.44 |
Rho: |
0.03 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.11 |
Previous Close: |
1.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.83% |
1 Month |
|
|
+81.97% |
3 Months |
|
|
+19.35% |
YTD |
|
|
-18.98% |
1 Year |
|
|
-20.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
1.07 |
1M High / 1M Low: |
1.16 |
0.60 |
6M High / 6M Low: |
1.40 |
0.60 |
High (YTD): |
2024-01-22 |
1.30 |
Low (YTD): |
2024-04-16 |
0.60 |
52W High: |
2023-06-19 |
1.58 |
52W Low: |
2024-04-16 |
0.60 |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.04 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
133.28% |
Volatility 6M: |
|
92.56% |
Volatility 1Y: |
|
96.85% |
Volatility 3Y: |
|
- |