DZ Bank Call 65 GXI 21.06.2024
/ DE000DW3NWW3
DZ Bank Call 65 GXI 21.06.2024/ DE000DW3NWW3 /
| 2024-05-14 12:07:21 PM |
Chg.+0.31 |
Bid2024-05-14 |
Ask2024-05-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
+9.31% |
3.64
Bid Size: 75,000 |
3.67
Ask Size: 75,000 |
GERRESHEIMER AG |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NWW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.38 |
| Parity: |
3.32 |
| Time value: |
0.27 |
| Break-even: |
100.90 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.09 |
| Spread %: |
2.57% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
2.44 |
| Rho: |
0.05 |
Quote data
| Open: |
3.55 |
| High: |
3.64 |
| Low: |
3.55 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.94% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+17.04% |
| YTD |
|
|
+12.69% |
| 1 Year |
|
|
-11.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.87 |
3.33 |
| 1M High / 1M Low: |
3.87 |
3.32 |
| 6M High / 6M Low: |
4.60 |
2.24 |
| High (YTD): |
2024-03-06 |
4.60 |
| Low (YTD): |
2024-01-17 |
2.43 |
| 52W High: |
2023-09-01 |
5.93 |
| 52W Low: |
2023-11-16 |
2.24 |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.14% |
| Volatility 6M: |
|
112.77% |
| Volatility 1Y: |
|
99.90% |
| Volatility 3Y: |
|
- |
