DZ Bank Call 56 EVD 21.06.2024
/ DE000DW3NRP7
DZ Bank Call 56 EVD 21.06.2024/ DE000DW3NRP7 /
| 2024-04-12 12:04:35 PM |
Chg.-0.100 |
Bid9:58:20 PM |
Ask2024-04-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-3.52% |
-
Bid Size: - |
-
Ask Size: - |
CTS EVENTIM KGAA |
56.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NRP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-04-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.29 |
| Parity: |
2.51 |
| Time value: |
0.30 |
| Break-even: |
84.00 |
| Moneyness: |
1.45 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.28 |
| Spread %: |
11.11% |
| Delta: |
0.87 |
| Theta: |
-0.10 |
| Omega: |
2.51 |
| Rho: |
0.04 |
Quote data
| Open: |
2.860 |
| High: |
2.860 |
| Low: |
2.740 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+95.71% |
| YTD |
|
|
+179.59% |
| 1 Year |
|
|
+156.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.960 |
0.660 |
| High (YTD): |
2024-04-08 |
2.960 |
| Low (YTD): |
2024-01-22 |
0.660 |
| 52W High: |
2024-04-08 |
2.960 |
| 52W Low: |
2023-10-20 |
0.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.168 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
117.25% |
| Volatility 1Y: |
|
127.17% |
| Volatility 3Y: |
|
- |
