DZ Bank Call 52 BSN 21.06.2024
/ DE000DW3NRS1
DZ Bank Call 52 BSN 21.06.2024/ DE000DW3NRS1 /
| 5/23/2024 1:35:33 PM |
Chg.-0.030 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-3.53% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
52.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DW3NRS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
6/27/2022 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.13 |
| Parity: |
0.73 |
| Time value: |
0.05 |
| Break-even: |
59.80 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
6.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.53% |
| 1 Month |
|
|
+17.14% |
| 3 Months |
|
|
+5.13% |
| YTD |
|
|
+1.23% |
| 1 Year |
|
|
-5.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.820 |
| 1M High / 1M Low: |
0.860 |
0.670 |
| 6M High / 6M Low: |
1.090 |
0.570 |
| High (YTD): |
1/29/2024 |
1.090 |
| Low (YTD): |
4/10/2024 |
0.570 |
| 52W High: |
1/29/2024 |
1.090 |
| 52W Low: |
10/2/2023 |
0.320 |
| Avg. price 1W: |
|
0.835 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.721 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.79% |
| Volatility 6M: |
|
92.42% |
| Volatility 1Y: |
|
102.04% |
| Volatility 3Y: |
|
- |
