DZ Bank Call 75 GOB 21.06.2024
/ DE000DW83KB6
DZ Bank Call 75 GOB 21.06.2024/ DE000DW83KB6 /
| 2024-05-21 12:34:39 PM |
Chg.-0.060 |
Bid9:59:41 PM |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
ST GOBAIN ... |
75.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW83KB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.24 |
| Break-even: |
82.10 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.10 |
| Spread %: |
16.39% |
| Delta: |
0.70 |
| Theta: |
-0.15 |
| Omega: |
7.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.610 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.46% |
| 3 Months |
|
|
+463.64% |
| YTD |
|
|
+210.00% |
| 1 Year |
|
|
+520.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.800 |
0.620 |
| 6M High / 6M Low: |
0.800 |
0.050 |
| High (YTD): |
2024-05-15 |
0.800 |
| Low (YTD): |
2024-01-23 |
0.050 |
| 52W High: |
2024-05-15 |
0.800 |
| 52W Low: |
2023-11-09 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.145 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
151.07% |
| Volatility 6M: |
|
412.05% |
| Volatility 1Y: |
|
4,463.06% |
| Volatility 3Y: |
|
- |
