DZ Bank Call 36 FIE 21.06.2024
/ DE000DW5CC93
DZ Bank Call 36 FIE 21.06.2024/ DE000DW5CC93 /
| 5/23/2024 4:05:36 PM |
Chg.-0.09 |
Bid4:52:24 PM |
Ask4:52:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.93EUR |
-8.82% |
0.91
Bid Size: 35,000 |
0.94
Ask Size: 35,000 |
FIELMANN GROUP AG O.... |
36.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/7/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.23 |
| Parity: |
1.01 |
| Time value: |
0.07 |
| Break-even: |
46.80 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
9.09% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.81 |
| Rho: |
0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
0.93 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.08% |
| 1 Month |
|
|
+36.76% |
| 3 Months |
|
|
+8.14% |
| YTD |
|
|
-32.12% |
| 1 Year |
|
|
-34.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.02 |
| 1M High / 1M Low: |
1.16 |
0.64 |
| 6M High / 6M Low: |
1.40 |
0.60 |
| High (YTD): |
1/22/2024 |
1.30 |
| Low (YTD): |
4/16/2024 |
0.60 |
| 52W High: |
6/19/2023 |
1.58 |
| 52W Low: |
4/16/2024 |
0.60 |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
136.13% |
| Volatility 6M: |
|
91.58% |
| Volatility 1Y: |
|
96.80% |
| Volatility 3Y: |
|
- |
