DZ Bank Call 65 GXI 21.06.2024
/ DE000DW3NWW3
DZ Bank Call 65 GXI 21.06.2024/ DE000DW3NWW3 /
| 5/29/2024 4:06:31 PM |
Chg.-0.43 |
Bid4:36:23 PM |
Ask4:36:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
-10.34% |
3.71
Bid Size: 75,000 |
-
Ask Size: - |
GERRESHEIMER AG |
65.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW3NWW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/27/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.40 |
| Parity: |
3.88 |
| Time value: |
0.28 |
| Break-even: |
106.60 |
| Moneyness: |
1.60 |
| Premium: |
0.03 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.24 |
| Spread %: |
6.12% |
| Delta: |
0.90 |
| Theta: |
-0.18 |
| Omega: |
2.25 |
| Rho: |
0.03 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.73 |
| Previous Close: |
4.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.27% |
| 1 Month |
|
|
+4.48% |
| 3 Months |
|
|
-16.55% |
| YTD |
|
|
+15.48% |
| 1 Year |
|
|
-12.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
2.82 |
| 1M High / 1M Low: |
4.17 |
2.82 |
| 6M High / 6M Low: |
4.60 |
2.40 |
| High (YTD): |
3/6/2024 |
4.60 |
| Low (YTD): |
1/17/2024 |
2.43 |
| 52W High: |
9/1/2023 |
5.93 |
| 52W Low: |
11/16/2023 |
2.24 |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
166.57% |
| Volatility 6M: |
|
123.09% |
| Volatility 1Y: |
|
108.67% |
| Volatility 3Y: |
|
- |
