DZ Bank Call 6 BOY 21.06.2024
/ DE000DW3H892
DZ Bank Call 6 BOY 21.06.2024/ DE000DW3H892 /
| 03/06/2024 09:06:24 |
Chg.+0.07 |
Bid10:16:17 |
Ask10:16:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+1.75% |
4.08
Bid Size: 50,000 |
4.10
Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
6.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
22/06/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.94 |
| Implied volatility: |
1.83 |
| Historic volatility: |
0.24 |
| Parity: |
3.94 |
| Time value: |
0.17 |
| Break-even: |
10.11 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.08 |
| Spread %: |
1.99% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.24 |
| Rho: |
0.00 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
4.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.25% |
| 1 Month |
|
|
+3.04% |
| 3 Months |
|
|
+24.46% |
| YTD |
|
|
+75.43% |
| 1 Year |
|
|
+276.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.83 |
| 1M High / 1M Low: |
4.43 |
3.70 |
| 6M High / 6M Low: |
5.28 |
2.11 |
| High (YTD): |
29/04/2024 |
5.28 |
| Low (YTD): |
19/01/2024 |
2.11 |
| 52W High: |
29/04/2024 |
5.28 |
| 52W Low: |
05/06/2023 |
1.05 |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.20% |
| Volatility 6M: |
|
73.83% |
| Volatility 1Y: |
|
76.38% |
| Volatility 3Y: |
|
- |
