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DZ Bank Call 300 M4I 21.06.2024/  DE000DW61U01  /

Frankfurt Zert./DZB
29/05/2024  10:04:53 Chg.-0.030 Bid10:06:54 Ask- Underlying Strike price Expiration date Option type
13.340EUR -0.22% 13.330
Bid Size: 3,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 300.00 - 21/06/2024 Call
 

Master data

WKN: DW61U0
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 21/06/2024
Issue date: 31/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 11.09
Intrinsic value: 11.02
Implied volatility: 2.07
Historic volatility: 0.14
Parity: 11.02
Time value: 3.06
Break-even: 440.80
Moneyness: 1.37
Premium: 0.07
Premium p.a.: 2.14
Spread abs.: 0.62
Spread %: 4.61%
Delta: 0.81
Theta: -1.29
Omega: 2.35
Rho: 0.12
 

Quote data

Open: 13.360
High: 13.380
Low: 13.340
Previous Close: 13.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.63%
1 Month
  -10.47%
3 Months
  -20.26%
YTD  
+10.52%
1 Year  
+40.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.600 13.370
1M High / 1M Low: 14.910 13.340
6M High / 6M Low: 17.760 11.000
High (YTD): 21/03/2024 17.760
Low (YTD): 05/01/2024 11.480
52W High: 21/03/2024 17.760
52W Low: 27/10/2023 7.750
Avg. price 1W:   14.034
Avg. volume 1W:   0.000
Avg. price 1M:   14.374
Avg. volume 1M:   0.000
Avg. price 6M:   14.466
Avg. volume 6M:   0.000
Avg. price 1Y:   12.369
Avg. volume 1Y:   0.000
Volatility 1M:   43.55%
Volatility 6M:   40.98%
Volatility 1Y:   46.07%
Volatility 3Y:   -