DZ Bank Call 84 GXI 21.06.2024
/ DE000DW3NW23
DZ Bank Call 84 GXI 21.06.2024/ DE000DW3NW23 /
2024-05-27 12:35:16 PM |
Chg.-0.140 |
Bid9:59:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
-6.09% |
- Bid Size: - |
- Ask Size: - |
GERRESHEIMER AG |
84.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DW3NW2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-27 |
Last trading day: |
2024-05-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
1.68 |
Implied volatility: |
2.13 |
Historic volatility: |
0.40 |
Parity: |
1.68 |
Time value: |
0.38 |
Break-even: |
104.60 |
Moneyness: |
1.20 |
Premium: |
0.04 |
Premium p.a.: |
8.50 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.67 |
Omega: |
3.87 |
Rho: |
0.01 |
Quote data
Open: |
2.340 |
High: |
2.340 |
Low: |
2.160 |
Previous Close: |
2.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+34.16% |
3 Months |
|
|
-8.86% |
YTD |
|
|
+24.86% |
1 Year |
|
|
-36.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.300 |
0.980 |
6M High / 6M Low: |
2.870 |
0.980 |
High (YTD): |
2024-03-06 |
2.870 |
Low (YTD): |
2024-05-22 |
0.980 |
52W High: |
2023-09-01 |
4.240 |
52W Low: |
2024-05-22 |
0.980 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.684 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.820 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.225 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
808.89% |
Volatility 6M: |
|
260.71% |
Volatility 1Y: |
|
205.99% |
Volatility 3Y: |
|
- |