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DZ Bank Call 120 SND 21.06.2024/  DE000DW3QJC5  /

Frankfurt Zert./DZB
31/05/2024  21:35:17 Chg.-0.170 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
10.760EUR -1.56% 10.850
Bid Size: 2,500		 10.970
Ask Size: 2,500		 SCHNEIDER ELEC. INH.... 120.00 - 21/06/2024 Call
 

Master data

WKN: DW3QJC
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 21/06/2024
Issue date: 28/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.07
Leverage: Yes

Calculated values

Fair value: 10.89
Intrinsic value: 10.87
Implied volatility: 1.70
Historic volatility: 0.21
Parity: 10.87
Time value: 0.19
Break-even: 230.50
Moneyness: 1.91
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 1.10%
Delta: 0.96
Theta: -0.19
Omega: 1.99
Rho: 0.06
 

Quote data

Open: 10.820
High: 10.900
Low: 10.630
Previous Close: 10.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.50%
1 Month  
+13.50%
3 Months  
+18.11%
YTD  
+67.08%
1 Year  
+120.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.760 10.840
1M High / 1M Low: 11.760 9.480
6M High / 6M Low: 11.760 5.160
High (YTD): 24/05/2024 11.760
Low (YTD): 05/01/2024 5.520
52W High: 24/05/2024 11.760
52W Low: 26/10/2023 2.570
Avg. price 1W:   11.304
Avg. volume 1W:   0.000
Avg. price 1M:   10.919
Avg. volume 1M:   0.000
Avg. price 6M:   8.206
Avg. volume 6M:   0.000
Avg. price 1Y:   6.240
Avg. volume 1Y:   0.000
Volatility 1M:   40.12%
Volatility 6M:   46.99%
Volatility 1Y:   64.63%
Volatility 3Y:   -