DZ Bank Call 410 VRTX 21.06.2024
/ DE000DW0T4W7
DZ Bank Call 410 VRTX 21.06.2024/ DE000DW0T4W7 /
| 2024-06-19 7:04:25 PM |
Chg.-0.010 |
Bid2024-06-19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.530
Bid Size: 2,500 |
-
Ask Size: - |
Vertex Pharmaceutica... |
410.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DW0T4W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 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: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.21 |
| Parity: |
0.53 |
| Time value: |
0.01 |
| Break-even: |
435.79 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.78 |
| Omega: |
7.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
+43.24% |
| 3 Months |
|
|
+89.29% |
| YTD |
|
|
+55.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.330 |
| 6M High / 6M Low: |
0.710 |
0.100 |
| High (YTD): |
2024-06-10 |
0.710 |
| Low (YTD): |
2024-04-30 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.76% |
| Volatility 6M: |
|
175.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
