DZ Bank Call 68 NDA 21.06.2024
/ DE000DW3UCF5
DZ Bank Call 68 NDA 21.06.2024/ DE000DW3UCF5 /
| 2024-05-24 9:34:53 PM |
Chg.+0.070 |
Bid9:58:02 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+9.72% |
0.790
Bid Size: 3,000 |
-
Ask Size: - |
AURUBIS AG |
68.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3UCF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
0.66 |
| Time value: |
0.12 |
| Break-even: |
75.80 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
8.33% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
7.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.720 |
| High: |
0.810 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.52% |
| 1 Month |
|
|
+9.72% |
| 3 Months |
|
|
+464.29% |
| YTD |
|
|
-24.04% |
| 1 Year |
|
|
-43.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.720 |
| 1M High / 1M Low: |
1.240 |
0.330 |
| 6M High / 6M Low: |
1.380 |
0.069 |
| High (YTD): |
2024-05-20 |
1.240 |
| Low (YTD): |
2024-03-05 |
0.069 |
| 52W High: |
2023-07-31 |
2.230 |
| 52W Low: |
2024-03-05 |
0.069 |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.044 |
| Avg. volume 1Y: |
|
58.594 |
| Volatility 1M: |
|
357.86% |
| Volatility 6M: |
|
261.53% |
| Volatility 1Y: |
|
207.58% |
| Volatility 3Y: |
|
- |
