DZ Bank Call 410 VRTX 21.06.2024
/ DE000DW0T4W7
DZ Bank Call 410 VRTX 21.06.2024/ DE000DW0T4W7 /
| 2024-06-18 8:09:37 AM |
Chg.-0.060 |
Bid8:42:09 PM |
Ask8:42:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-8.96% |
0.560
Bid Size: 20,000 |
-
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: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.21 |
| Parity: |
0.59 |
| Time value: |
0.01 |
| Break-even: |
441.76 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.55 |
| Omega: |
7.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.59% |
| 1 Month |
|
|
+90.63% |
| 3 Months |
|
|
+144.00% |
| YTD |
|
|
+96.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.600 |
| 1M High / 1M Low: |
0.720 |
0.300 |
| 6M High / 6M Low: |
0.720 |
0.120 |
| High (YTD): |
2024-06-07 |
0.720 |
| Low (YTD): |
2024-05-06 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.73% |
| Volatility 6M: |
|
165.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
