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DZ Bank Call 130 BEI 20.09.2024/  DE000DW5QWB5  /

Frankfurt Zert./DZB
2024-06-06  1:09:01 PM Chg.-0.030 Bid1:16:46 PM Ask1:16:46 PM Underlying Strike price Expiration date Option type
1.690EUR -1.74% 1.690
Bid Size: 40,000		 1.700
Ask Size: 40,000		 BEIERSDORF AG O.N. 130.00 - 2024-09-20 Call
 

Master data

WKN: DW5QWB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-09-20
Issue date: 2022-09-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.40
Implied volatility: 0.26
Historic volatility: 0.14
Parity: 1.40
Time value: 0.37
Break-even: 147.70
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.31%
Delta: 0.81
Theta: -0.04
Omega: 6.57
Rho: 0.29
 

Quote data

Open: 1.700
High: 1.780
Low: 1.690
Previous Close: 1.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.97%
1 Month
  -4.52%
3 Months  
+96.51%
YTD  
+29.01%
1 Year  
+92.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.610
1M High / 1M Low: 2.040 1.610
6M High / 6M Low: 2.040 0.690
High (YTD): 2024-05-10 2.040
Low (YTD): 2024-04-10 0.690
52W High: 2024-05-10 2.040
52W Low: 2023-07-20 0.510
Avg. price 1W:   1.700
Avg. volume 1W:   0.000
Avg. price 1M:   1.813
Avg. volume 1M:   0.000
Avg. price 6M:   1.314
Avg. volume 6M:   0.000
Avg. price 1Y:   1.030
Avg. volume 1Y:   0.000
Volatility 1M:   77.01%
Volatility 6M:   126.07%
Volatility 1Y:   120.25%
Volatility 3Y:   -