DZ Bank Call 9.5 FTE 21.06.2024
/ DE000DW4KY98
DZ Bank Call 9.5 FTE 21.06.2024/ DE000DW4KY98 /
2024-05-31 12:48:46 PM |
Chg.+0.15 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.24EUR |
+13.76% |
- Bid Size: - |
- Ask Size: - |
ORANGE INH. ... |
9.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DW4KY9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ORANGE INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-07-29 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.55 |
Historic volatility: |
0.13 |
Parity: |
1.23 |
Time value: |
0.14 |
Break-even: |
10.86 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.08 |
Spread %: |
6.25% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
6.68 |
Rho: |
0.00 |
Quote data
Open: |
1.17 |
High: |
1.24 |
Low: |
1.17 |
Previous Close: |
1.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.71% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-2.36% |
YTD |
|
|
+8.77% |
1 Year |
|
|
-26.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.24 |
1.09 |
1M High / 1M Low: |
1.37 |
0.93 |
6M High / 6M Low: |
1.99 |
0.93 |
High (YTD): |
2024-01-23 |
1.96 |
Low (YTD): |
2024-05-02 |
0.93 |
52W High: |
2023-12-04 |
1.99 |
52W Low: |
2024-05-02 |
0.93 |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.43 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
97.46% |
Volatility 6M: |
|
108.42% |
Volatility 1Y: |
|
96.05% |
Volatility 3Y: |
|
- |