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DZ Bank Call 135 BEI 20.09.2024/  DE000DW5QWC3  /

Frankfurt Zert./DZB
14/06/2024  13:08:56 Chg.+0.040 Bid13:18:23 Ask13:18:23 Underlying Strike price Expiration date Option type
1.410EUR +2.92% 1.400
Bid Size: 40,000		 1.410
Ask Size: 40,000		 BEIERSDORF AG O.N. 135.00 - 20/09/2024 Call
 

Master data

WKN: DW5QWC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 20/09/2024
Issue date: 21/09/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.30
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.03
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 1.03
Time value: 0.38
Break-even: 149.10
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.92%
Delta: 0.77
Theta: -0.04
Omega: 7.95
Rho: 0.26
 

Quote data

Open: 1.380
High: 1.430
Low: 1.380
Previous Close: 1.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month
  -4.73%
3 Months  
+85.53%
YTD  
+41.00%
1 Year  
+120.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.290
1M High / 1M Low: 1.510 1.190
6M High / 6M Low: 1.610 0.450
High (YTD): 10/05/2024 1.610
Low (YTD): 10/04/2024 0.450
52W High: 10/05/2024 1.610
52W Low: 20/07/2023 0.380
Avg. price 1W:   1.346
Avg. volume 1W:   0.000
Avg. price 1M:   1.354
Avg. volume 1M:   0.000
Avg. price 6M:   1.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.783
Avg. volume 1Y:   0.000
Volatility 1M:   101.76%
Volatility 6M:   144.72%
Volatility 1Y:   136.03%
Volatility 3Y:   -