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DZ Bank Call 10 XCA 21.06.2024/  DE000DW3NRN2  /

Frankfurt Zert./DZB
5/17/2024  9:35:20 PM Chg.+0.300 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
5.940EUR +5.32% 5.960
Bid Size: 5,000		 6.060
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 10.00 - 6/21/2024 Call
 

Master data

WKN: DW3NRN
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 6/21/2024
Issue date: 6/27/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 5.88
Intrinsic value: 5.84
Implied volatility: 1.14
Historic volatility: 0.19
Parity: 5.84
Time value: 0.22
Break-even: 16.06
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.10
Spread %: 1.68%
Delta: 0.93
Theta: -0.01
Omega: 2.44
Rho: 0.01
 

Quote data

Open: 5.730
High: 5.940
Low: 5.730
Previous Close: 5.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month  
+51.92%
3 Months  
+150.63%
YTD  
+92.23%
1 Year  
+206.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.940 5.640
1M High / 1M Low: 5.940 3.910
6M High / 6M Low: 5.940 2.060
High (YTD): 5/17/2024 5.940
Low (YTD): 2/13/2024 2.330
52W High: 5/17/2024 5.940
52W Low: 6/26/2023 1.380
Avg. price 1W:   5.728
Avg. volume 1W:   0.000
Avg. price 1M:   4.984
Avg. volume 1M:   0.000
Avg. price 6M:   3.414
Avg. volume 6M:   0.000
Avg. price 1Y:   2.654
Avg. volume 1Y:   0.000
Volatility 1M:   35.87%
Volatility 6M:   59.97%
Volatility 1Y:   73.44%
Volatility 3Y:   -