DZ Bank Call 55 BSN 21.06.2024
/ DE000DW3JC56
DZ Bank Call 55 BSN 21.06.2024/ DE000DW3JC56 /
| 6/6/2024 9:06:03 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
55.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW3JC5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/22/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.13 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
60.10 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
9.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.30% |
| 3 Months |
|
|
+6.82% |
| YTD |
|
|
-11.32% |
| 1 Year |
|
|
-7.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.560 |
0.410 |
| 6M High / 6M Low: |
0.790 |
0.320 |
| High (YTD): |
2/22/2024 |
0.790 |
| Low (YTD): |
4/11/2024 |
0.320 |
| 52W High: |
2/22/2024 |
0.790 |
| 52W Low: |
10/2/2023 |
0.180 |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.481 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.81% |
| Volatility 6M: |
|
132.16% |
| Volatility 1Y: |
|
134.82% |
| Volatility 3Y: |
|
- |
