DZ Bank Call 9 FTE 21.06.2024
/ DE000DW8ALY8
DZ Bank Call 9 FTE 21.06.2024/ DE000DW8ALY8 /
| 6/7/2024 9:34:50 PM |
Chg.-0.400 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-26.32% |
-
Bid Size: - |
-
Ask Size: - |
ORANGE INH. ... |
9.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DW8ALY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/9/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.14 |
| Parity: |
1.49 |
| Time value: |
0.11 |
| Break-even: |
10.60 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.08 |
| Spread %: |
5.26% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.75 |
| Rho: |
0.00 |
Quote data
| Open: |
1.440 |
| High: |
1.440 |
| Low: |
1.050 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.43% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-32.93% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
-46.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.520 |
| 1M High / 1M Low: |
1.890 |
1.440 |
| 6M High / 6M Low: |
2.450 |
1.420 |
| High (YTD): |
1/23/2024 |
2.450 |
| Low (YTD): |
5/2/2024 |
1.420 |
| 52W High: |
1/23/2024 |
2.450 |
| 52W Low: |
8/7/2023 |
1.350 |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.857 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.33% |
| Volatility 6M: |
|
89.30% |
| Volatility 1Y: |
|
79.51% |
| Volatility 3Y: |
|
- |
