DZ Bank Call 68 EVD 21.06.2024
/ DE000DW3JCS1
DZ Bank Call 68 EVD 21.06.2024/ DE000DW3JCS1 /
| 2024-05-15 3:05:28 PM |
Chg.-0.10 |
Bid3:14:20 PM |
Ask3:14:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-7.63% |
1.20
Bid Size: 75,000 |
1.23
Ask Size: 75,000 |
CTS EVENTIM KGAA |
68.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JCS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
1.31 |
| Time value: |
0.11 |
| Break-even: |
82.10 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
6.82% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
5.08 |
| Rho: |
0.06 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.19 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-20.39% |
| 3 Months |
|
|
+124.07% |
| YTD |
|
|
+278.13% |
| 1 Year |
|
|
+132.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.31 |
| 1M High / 1M Low: |
1.68 |
1.27 |
| 6M High / 6M Low: |
1.76 |
0.13 |
| High (YTD): |
2024-04-05 |
1.76 |
| Low (YTD): |
2024-01-22 |
0.13 |
| 52W High: |
2024-04-05 |
1.76 |
| 52W Low: |
2024-01-22 |
0.13 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.59 |
| Avg. volume 1Y: |
|
5.86 |
| Volatility 1M: |
|
138.14% |
| Volatility 6M: |
|
214.08% |
| Volatility 1Y: |
|
208.80% |
| Volatility 3Y: |
|
- |
