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DZ Bank Call 220 UNP 21.06.2024/  DE000DW61254  /

Frankfurt Zert./DZB
31/05/2024  21:35:21 Chg.+0.170 Bid21:59:49 Ask- Underlying Strike price Expiration date Option type
1.110EUR +18.09% 1.340
Bid Size: 5,000		 -
Ask Size: -		 UNION PAC. DL... 220.00 - 21/06/2024 Call
 

Master data

WKN: DW6125
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 21/06/2024
Issue date: 31/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.33
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.18
Parity: -0.54
Time value: 1.11
Break-even: 231.10
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 2.86
Spread abs.: -0.23
Spread %: -17.16%
Delta: 0.47
Theta: -0.34
Omega: 9.14
Rho: 0.05
 

Quote data

Open: 0.930
High: 1.120
Low: 0.920
Previous Close: 0.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.77%
1 Month
  -40.64%
3 Months
  -67.83%
YTD
  -63.96%
1 Year
  -4.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.760
1M High / 1M Low: 2.580 0.760
6M High / 6M Low: 3.820 0.760
High (YTD): 23/02/2024 3.820
Low (YTD): 29/05/2024 0.760
52W High: 23/02/2024 3.820
52W Low: 29/05/2024 0.760
Avg. price 1W:   0.966
Avg. volume 1W:   0.000
Avg. price 1M:   1.827
Avg. volume 1M:   0.000
Avg. price 6M:   2.531
Avg. volume 6M:   0.000
Avg. price 1Y:   2.023
Avg. volume 1Y:   25.563
Volatility 1M:   213.55%
Volatility 6M:   149.39%
Volatility 1Y:   156.39%
Volatility 3Y:   -