DZ Bank Call CRIN/ DE000DW5JUA6 /
| 2024-06-19 9:09:16 AM | Chg.- | Bid10:00:43 PM | Ask10:00:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 18.26EUR | - | - Bid Size: - |
- Ask Size: - |
UNICREDIT | - - | 2024-06-20 | Call |
Master data
| WKN: | DW5JUA |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | UNICREDIT |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-06-20 |
| Issue date: | 2022-09-15 |
| Last trading day: | 2024-06-19 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 1.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 18.09 |
|---|---|
| Intrinsic value: | 18.09 |
| Implied volatility: | 8.93 |
| Historic volatility: | 0.26 |
| Parity: | 18.09 |
| Time value: | 0.24 |
| Break-even: | 34.33 |
| Moneyness: | 2.13 |
| Premium: | 0.01 |
| Premium p.a.: | 11.94 |
| Spread abs.: | 0.09 |
| Spread %: | 0.49% |
| Delta: | 0.97 |
| Theta: | -0.57 |
| Omega: | 1.80 |
| Rho: | 0.00 |
Quote data
| Open: | 18.26 |
|---|---|
| High: | 18.26 |
| Low: | 18.26 |
| Previous Close: | 17.98 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.65% | ||
|---|---|---|---|
| 1 Month | -10.80% | ||
| 3 Months | +1.50% | ||
| YTD | +105.17% | ||
| 1 Year | +238.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 19.56 | 17.07 |
|---|---|---|
| 1M High / 1M Low: | 20.82 | 17.07 |
| 6M High / 6M Low: | 20.82 | 8.75 |
| High (YTD): | 2024-06-03 | 20.82 |
| Low (YTD): | 2024-01-03 | 9.37 |
| 52W High: | 2024-06-03 | 20.82 |
| 52W Low: | 2023-06-20 | 5.39 |
| Avg. price 1W: | 18.11 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 19.82 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 15.97 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 11.69 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 52.62% | |
| Volatility 6M: | 60.87% | |
| Volatility 1Y: | 66.61% | |
| Volatility 3Y: | - |
