DZ Bank Call CRIN/ DE000DW9SY04 /
2024-06-19 9:35:18 PM | Chg.-0.220 | Bid9:58:01 PM | Ask9:58:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.010EUR | -2.38% | - Bid Size: - |
- Ask Size: - |
UNICREDIT | - - | 2024-06-20 | Call |
Master data
WKN: | DW9SY0 |
---|---|
Issuer: | DZ Bank AG |
Currency: | EUR |
Underlying: | UNICREDIT |
Type: | Warrant |
Option type: | Call |
Strike price: | - - |
Maturity: | 2024-06-20 |
Issue date: | 2023-02-03 |
Last trading day: | 2024-06-19 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.65 |
Leverage: | Yes |
Calculated values
Fair value: | 9.09 |
---|---|
Intrinsic value: | 9.09 |
Implied volatility: | 4.24 |
Historic volatility: | 0.26 |
Parity: | 9.09 |
Time value: | 0.24 |
Break-even: | 34.33 |
Moneyness: | 1.36 |
Premium: | 0.01 |
Premium p.a.: | 11.94 |
Spread abs.: | 0.09 |
Spread %: | 0.97% |
Delta: | 0.93 |
Theta: | -0.49 |
Omega: | 3.41 |
Rho: | 0.00 |
Quote data
Open: | 9.110 |
---|---|
High: | 9.430 |
Low: | 9.010 |
Previous Close: | 9.230 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -4.25% | ||
---|---|---|---|
1 Month | -20.76% | ||
3 Months | -1.10% | ||
YTD | +414.86% | ||
1 Year | +868.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.410 | 7.270 |
---|---|---|
1M High / 1M Low: | 12.050 | 7.270 |
6M High / 6M Low: | 12.050 | 1.640 |
High (YTD): | 2024-06-03 | 12.050 |
Low (YTD): | 2024-01-03 | 1.910 |
52W High: | 2024-06-03 | 12.050 |
52W Low: | 2023-09-07 | 0.850 |
Avg. price 1W: | 8.656 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.691 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.365 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.445 | |
Avg. volume 1Y: | 270.227 | |
Volatility 1M: | 132.31% | |
Volatility 6M: | 133.84% | |
Volatility 1Y: | 152.32% | |
Volatility 3Y: | - |