DZ Bank Call 65 NDA 21.06.2024
/ DE000DW3UCE8
DZ Bank Call 65 NDA 21.06.2024/ DE000DW3UCE8 /
| 24/05/2024 21:34:40 |
Chg.+0.070 |
Bid21:58:02 |
Ask24/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+7.37% |
1.020
Bid Size: 3,000 |
-
Ask Size: - |
AURUBIS AG |
65.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DW3UCE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
04/07/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
0.99 |
| Time value: |
0.08 |
| Break-even: |
75.60 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.92% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
6.24 |
| Rho: |
0.04 |
Quote data
| Open: |
0.940 |
| High: |
1.050 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.44% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
+343.48% |
| YTD |
|
|
-17.74% |
| 1 Year |
|
|
-33.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.950 |
| 1M High / 1M Low: |
1.500 |
0.500 |
| 6M High / 6M Low: |
1.610 |
0.130 |
| High (YTD): |
20/05/2024 |
1.500 |
| Low (YTD): |
05/03/2024 |
0.130 |
| 52W High: |
31/07/2023 |
2.460 |
| 52W Low: |
05/03/2024 |
0.130 |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
489.524 |
| Avg. price 6M: |
|
0.784 |
| Avg. volume 6M: |
|
257.097 |
| Avg. price 1Y: |
|
1.220 |
| Avg. volume 1Y: |
|
124.531 |
| Volatility 1M: |
|
302.29% |
| Volatility 6M: |
|
221.13% |
| Volatility 1Y: |
|
179.36% |
| Volatility 3Y: |
|
- |
