DZ Bank Call 36 GBF 21.06.2024
/ DE000DW3JAR7
DZ Bank Call 36 GBF 21.06.2024/ DE000DW3JAR7 /
| 2024-05-15 12:06:01 PM |
Chg.+0.18 |
Bid12:44:01 PM |
Ask12:44:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+17.48% |
1.16
Bid Size: 60,000 |
1.19
Ask Size: 60,000 |
BILFINGER SE O.N. |
36.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JAR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
0.04 |
| Break-even: |
46.90 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.81% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.03 |
Quote data
| Open: |
1.05 |
| High: |
1.22 |
| Low: |
1.05 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.44% |
| 1 Month |
|
|
+116.07% |
| 3 Months |
|
|
+51.25% |
| YTD |
|
|
+348.15% |
| 1 Year |
|
|
+132.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.90 |
| 1M High / 1M Low: |
1.03 |
0.51 |
| 6M High / 6M Low: |
1.03 |
0.21 |
| High (YTD): |
2024-05-14 |
1.03 |
| Low (YTD): |
2024-01-03 |
0.21 |
| 52W High: |
2024-05-14 |
1.03 |
| 52W Low: |
2023-09-27 |
0.18 |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.17% |
| Volatility 6M: |
|
170.25% |
| Volatility 1Y: |
|
157.37% |
| Volatility 3Y: |
|
- |
