DZ Bank Call 6 BOY 21.06.2024
/ DE000DW3H892
DZ Bank Call 6 BOY 21.06.2024/ DE000DW3H892 /
2024-06-14 9:13:45 AM |
Chg.-0.25 |
Bid12:51:49 PM |
Ask12:51:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.07EUR |
-7.53% |
2.84 Bid Size: 50,000 |
2.86 Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
6.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3H89 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-22 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.12 |
Intrinsic value: |
3.12 |
Implied volatility: |
3.25 |
Historic volatility: |
0.24 |
Parity: |
3.12 |
Time value: |
0.31 |
Break-even: |
9.43 |
Moneyness: |
1.52 |
Premium: |
0.03 |
Premium p.a.: |
4.85 |
Spread abs.: |
0.08 |
Spread %: |
2.39% |
Delta: |
0.88 |
Theta: |
-0.06 |
Omega: |
2.33 |
Rho: |
0.00 |
Quote data
Open: |
3.07 |
High: |
3.07 |
Low: |
3.07 |
Previous Close: |
3.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.78% |
1 Month |
|
|
-18.35% |
3 Months |
|
|
-29.10% |
YTD |
|
|
+32.33% |
1 Year |
|
|
+149.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.81 |
3.32 |
1M High / 1M Low: |
4.22 |
3.32 |
6M High / 6M Low: |
5.28 |
2.11 |
High (YTD): |
2024-04-29 |
5.28 |
Low (YTD): |
2024-01-19 |
2.11 |
52W High: |
2024-04-29 |
5.28 |
52W Low: |
2023-06-23 |
1.17 |
Avg. price 1W: |
|
3.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.62 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
68.58% |
Volatility 6M: |
|
75.98% |
Volatility 1Y: |
|
75.85% |
Volatility 3Y: |
|
- |