DZ Bank Call 40 0B2 21.06.2024
/ DE000DW0QKX5
DZ Bank Call 40 0B2 21.06.2024/ DE000DW0QKX5 /
| 2024-05-23 9:35:04 PM |
Chg.+0.040 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+1.96% |
2.090
Bid Size: 5,000 |
2.180
Ask Size: 5,000 |
BAWAG GROUP AG |
40.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DW0QKX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.24 |
| Parity: |
2.07 |
| Time value: |
0.07 |
| Break-even: |
61.30 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
4.41% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
2.68 |
| Rho: |
0.03 |
Quote data
| Open: |
2.050 |
| High: |
2.120 |
| Low: |
2.040 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
+20.93% |
| 3 Months |
|
|
+108.00% |
| YTD |
|
|
+136.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.800 |
| 1M High / 1M Low: |
2.040 |
1.530 |
| 6M High / 6M Low: |
2.040 |
0.620 |
| High (YTD): |
2024-05-22 |
2.040 |
| Low (YTD): |
2024-01-17 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
250 |
| Avg. price 1M: |
|
1.812 |
| Avg. volume 1M: |
|
59.524 |
| Avg. price 6M: |
|
1.266 |
| Avg. volume 6M: |
|
10.081 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.95% |
| Volatility 6M: |
|
106.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
