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DZ Bank Call 30 GBF 21.06.2024/  DE000DW3JAN6  /

Frankfurt Zert./DZB
2024-05-10  4:04:40 PM Chg.+0.050 Bid4:05:44 PM Ask4:05:44 PM Underlying Strike price Expiration date Option type
1.580EUR +3.27% 1.590
Bid Size: 60,000		 1.620
Ask Size: 60,000		 BILFINGER SE O.N. 30.00 - 2024-06-21 Call
 

Master data

WKN: DW3JAN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BILFINGER SE O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.57
Implied volatility: 0.90
Historic volatility: 0.26
Parity: 1.57
Time value: 0.06
Break-even: 46.20
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 5.88%
Delta: 0.94
Theta: -0.02
Omega: 2.65
Rho: 0.03
 

Quote data

Open: 1.520
High: 1.600
Low: 1.520
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.70%
1 Month  
+35.04%
3 Months  
+90.36%
YTD  
+150.79%
1 Year  
+51.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.320
1M High / 1M Low: 1.530 1.060
6M High / 6M Low: 1.530 0.540
High (YTD): 2024-05-09 1.530
Low (YTD): 2024-01-03 0.540
52W High: 2024-05-09 1.530
52W Low: 2023-09-26 0.440
Avg. price 1W:   1.438
Avg. volume 1W:   0.000
Avg. price 1M:   1.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.999
Avg. volume 6M:   0.000
Avg. price 1Y:   0.814
Avg. volume 1Y:   0.000
Volatility 1M:   66.53%
Volatility 6M:   102.11%
Volatility 1Y:   101.00%
Volatility 3Y:   -