DZ Bank Call 85 GXI 21.06.2024
/ DE000DW3NW31
DZ Bank Call 85 GXI 21.06.2024/ DE000DW3NW31 /
| 2024-05-27 12:35:16 PM |
Chg.-0.140 |
Bid9:59:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-6.36% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
85.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3NW3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-27 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.40 |
| Parity: |
1.73 |
| Time value: |
0.23 |
| Break-even: |
104.60 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.13 |
| Omega: |
4.37 |
| Rho: |
0.04 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
2.060 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
+21.89% |
| 3 Months |
|
|
-22.26% |
| YTD |
|
|
+24.10% |
| 1 Year |
|
|
-26.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.000 |
| 1M High / 1M Low: |
2.200 |
0.890 |
| 6M High / 6M Low: |
2.800 |
0.890 |
| High (YTD): |
2024-03-06 |
2.800 |
| Low (YTD): |
2024-05-22 |
0.890 |
| 52W High: |
2023-09-01 |
4.170 |
| 52W Low: |
2024-05-22 |
0.890 |
| Avg. price 1W: |
|
2.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.689 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.202 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
487.55% |
| Volatility 6M: |
|
270.98% |
| Volatility 1Y: |
|
212.15% |
| Volatility 3Y: |
|
- |
