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DZ Bank Call 210 UNP 21.06.2024/  DE000DW61247  /

Frankfurt Zert./DZB
5/31/2024  9:34:55 PM Chg.+0.200 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
1.970EUR +11.30% 2.230
Bid Size: 5,000		 -
Ask Size: -		 UNION PAC. DL... 210.00 - 6/21/2024 Call
 

Master data

WKN: DW6124
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 6/21/2024
Issue date: 10/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.89
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.46
Implied volatility: 0.86
Historic volatility: 0.18
Parity: 0.46
Time value: 1.51
Break-even: 229.70
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 2.46
Spread abs.: -0.26
Spread %: -11.66%
Delta: 0.59
Theta: -0.43
Omega: 6.39
Rho: 0.06
 

Quote data

Open: 1.780
High: 1.980
Low: 1.750
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.50%
1 Month
  -27.57%
3 Months
  -54.19%
YTD
  -48.56%
1 Year  
+28.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.970 1.560
1M High / 1M Low: 3.500 1.560
6M High / 6M Low: 4.680 1.560
High (YTD): 2/23/2024 4.680
Low (YTD): 5/29/2024 1.560
52W High: 2/23/2024 4.680
52W Low: 10/27/2023 1.350
Avg. price 1W:   1.804
Avg. volume 1W:   0.000
Avg. price 1M:   2.709
Avg. volume 1M:   0.000
Avg. price 6M:   3.331
Avg. volume 6M:   103.280
Avg. price 1Y:   2.667
Avg. volume 1Y:   50.430
Volatility 1M:   145.76%
Volatility 6M:   113.34%
Volatility 1Y:   127.70%
Volatility 3Y:   -