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DZ Bank Call 130 BEI 20.09.2024/  DE000DW5QWB5  /

Frankfurt Zert./DZB
6/7/2024  9:35:04 PM Chg.+0.170 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
1.780EUR +10.56% -
Bid Size: -		 -
Ask Size: -		 BEIERSDORF AG O.N. 130.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/21/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.66
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.30
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 1.30
Time value: 0.36
Break-even: 146.50
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.48%
Delta: 0.81
Theta: -0.03
Omega: 6.98
Rho: 0.28
 

Quote data

Open: 1.580
High: 1.780
Low: 1.580
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month  
+1.14%
3 Months  
+72.82%
YTD  
+35.88%
1 Year  
+137.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.780 1.610
1M High / 1M Low: 2.040 1.610
6M High / 6M Low: 2.040 0.690
High (YTD): 5/10/2024 2.040
Low (YTD): 4/10/2024 0.690
52W High: 5/10/2024 2.040
52W Low: 7/20/2023 0.510
Avg. price 1W:   1.704
Avg. volume 1W:   0.000
Avg. price 1M:   1.807
Avg. volume 1M:   0.000
Avg. price 6M:   1.323
Avg. volume 6M:   0.000
Avg. price 1Y:   1.037
Avg. volume 1Y:   0.000
Volatility 1M:   87.84%
Volatility 6M:   127.06%
Volatility 1Y:   120.12%
Volatility 3Y:   -