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DZ Bank Call 197.879 HNR1 21.06.2.../  DE000DW3JHP6  /

Frankfurt Zert./DZB
2024-06-13  10:34:56 AM Chg.-0.100 Bid10:37:55 AM Ask10:37:55 AM Underlying Strike price Expiration date Option type
3.560EUR -2.73% 3.570
Bid Size: 25,000		 3.600
Ask Size: 25,000		 HANNOVER RUECK SE NA... 197.8791 EUR 2024-06-21 Call
 

Master data

WKN: DW3JHP
Issuer: DZ Bank AG
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 197.88 EUR
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 3.67
Implied volatility: 0.83
Historic volatility: 0.18
Parity: 3.67
Time value: 0.12
Break-even: 235.37
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.25
Spread abs.: 0.09
Spread %: 2.43%
Delta: 0.93
Theta: -0.27
Omega: 5.78
Rho: 0.04
 

Quote data

Open: 3.700
High: 3.730
Low: 3.550
Previous Close: 3.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.07%
1 Month
  -9.41%
3 Months
  -16.82%
YTD  
+44.72%
1 Year  
+134.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.760 3.500
1M High / 1M Low: 3.930 2.580
6M High / 6M Low: 5.970 2.430
High (YTD): 2024-03-19 5.970
Low (YTD): 2024-01-02 2.470
52W High: 2024-03-19 5.970
52W Low: 2023-07-11 1.190
Avg. price 1W:   3.644
Avg. volume 1W:   0.000
Avg. price 1M:   3.207
Avg. volume 1M:   0.000
Avg. price 6M:   3.520
Avg. volume 6M:   0.000
Avg. price 1Y:   2.705
Avg. volume 1Y:   0.000
Volatility 1M:   142.74%
Volatility 6M:   116.03%
Volatility 1Y:   123.25%
Volatility 3Y:   -