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DZ Bank Call 135 BEI 20.09.2024/  DE000DW5QWC3  /

Frankfurt Zert./DZB
6/13/2024  9:35:28 PM Chg.-0.050 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.370EUR -3.52% 1.370
Bid Size: 4,000		 1.410
Ask Size: 4,000		 BEIERSDORF AG O.N. 135.00 - 9/20/2024 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: 9/20/2024
Issue date: 9/21/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.15
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 1.15
Time value: 0.37
Break-even: 150.20
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 5.56%
Delta: 0.79
Theta: -0.04
Omega: 7.57
Rho: 0.27
 

Quote data

Open: 1.460
High: 1.460
Low: 1.270
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.13%
1 Month
  -13.29%
3 Months  
+59.30%
YTD  
+37.00%
1 Year  
+107.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.190
1M High / 1M Low: 1.580 1.190
6M High / 6M Low: 1.610 0.450
High (YTD): 5/10/2024 1.610
Low (YTD): 4/10/2024 0.450
52W High: 5/10/2024 1.610
52W Low: 7/20/2023 0.380
Avg. price 1W:   1.310
Avg. volume 1W:   0.000
Avg. price 1M:   1.363
Avg. volume 1M:   0.000
Avg. price 6M:   1.000
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   103.30%
Volatility 6M:   148.18%
Volatility 1Y:   136.02%
Volatility 3Y:   -