OverviewChartNewsTraderScreen

DZ Bank Call 200 PEP 21.06.2024/  DE000DW6V7H1  /

Frankfurt Zert./DZB
2024-06-11  3:34:52 PM Chg.-0.001 Bid2024-06-11 Ask2024-06-11 Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 7,500		 0.020
Ask Size: 7,500		 PepsiCo Inc 200.00 USD 2024-06-21 Call
 

Master data

WKN: DW6V7H
Issuer: DZ Bank AG
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 570.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.15
Parity: -3.17
Time value: 0.03
Break-even: 186.08
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 125.00%
Delta: 0.04
Theta: -0.07
Omega: 24.31
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -66.67%
3 Months
  -80.00%
YTD
  -96.88%
1 Year
  -99.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.003
1M High / 1M Low: 0.012 0.003
6M High / 6M Low: 0.100 0.003
High (YTD): 2024-01-03 0.100
Low (YTD): 2024-06-10 0.003
52W High: 2023-06-19 0.880
52W Low: 2024-06-10 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   35.647
Volatility 1M:   881.53%
Volatility 6M:   526.14%
Volatility 1Y:   392.57%
Volatility 3Y:   -