DZ Bank Call 65 GXI 21.06.2024
/ DE000DW3NWW3
DZ Bank Call 65 GXI 21.06.2024/ DE000DW3NWW3 /
| 5/16/2024 8:25:39 AM |
Chg.-0.01 |
Bid10:07:47 AM |
Ask10:07:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
-0.28% |
3.68
Bid Size: 75,000 |
3.71
Ask Size: 75,000 |
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: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.61 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.38 |
| Parity: |
3.61 |
| Time value: |
0.08 |
| Break-even: |
101.90 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
2.50% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
2.62 |
| Rho: |
0.06 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+8.13% |
| 3 Months |
|
|
+33.96% |
| YTD |
|
|
+11.15% |
| 1 Year |
|
|
-9.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.60 |
3.33 |
| 1M High / 1M Low: |
3.87 |
3.32 |
| 6M High / 6M Low: |
4.60 |
2.24 |
| 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: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.91% |
| Volatility 6M: |
|
108.00% |
| Volatility 1Y: |
|
99.95% |
| Volatility 3Y: |
|
- |
