DZ Bank Call 70 EVD 21.06.2024
/ DE000DW3JCT9
DZ Bank Call 70 EVD 21.06.2024/ DE000DW3JCT9 /
| 2024-05-15 2:04:39 PM |
Chg.-0.09 |
Bid2:40:02 PM |
Ask2:40:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-8.11% |
-
Bid Size: - |
-
Ask Size: - |
CTS EVENTIM KGAA |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3JCT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
1.11 |
| Time value: |
0.11 |
| Break-even: |
82.10 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
8.04% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
5.84 |
| Rho: |
0.06 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.01 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.66% |
| 1 Month |
|
|
-23.31% |
| 3 Months |
|
|
+137.21% |
| YTD |
|
|
+308.00% |
| 1 Year |
|
|
+126.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.11 |
| 1M High / 1M Low: |
1.48 |
1.10 |
| 6M High / 6M Low: |
1.57 |
0.09 |
| High (YTD): |
2024-04-05 |
1.57 |
| Low (YTD): |
2024-01-23 |
0.09 |
| 52W High: |
2024-04-05 |
1.57 |
| 52W Low: |
2024-01-23 |
0.09 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
154.46% |
| Volatility 6M: |
|
235.31% |
| Volatility 1Y: |
|
233.80% |
| Volatility 3Y: |
|
- |
