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DZ Bank Call 330 M4I 21.06.2024/  DE000DW61U27  /

EUWAX
6/4/2024  8:27:46 AM Chg.-0.56 Bid10:30:52 AM Ask10:30:52 AM Underlying Strike price Expiration date Option type
10.43EUR -5.10% 10.40
Bid Size: 6,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 330.00 - 6/21/2024 Call
 

Master data

WKN: DW61U2
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 6/21/2024
Issue date: 10/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 7.69
Intrinsic value: 7.63
Implied volatility: 1.86
Historic volatility: 0.14
Parity: 7.63
Time value: 2.84
Break-even: 434.70
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 3.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -1.50
Omega: 2.97
Rho: 0.10
 

Quote data

Open: 10.43
High: 10.43
Low: 10.43
Previous Close: 10.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -2.25%
3 Months
  -26.03%
YTD  
+8.53%
1 Year  
+42.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.33 10.29
1M High / 1M Low: 12.21 10.29
6M High / 6M Low: 15.12 8.35
High (YTD): 3/22/2024 15.12
Low (YTD): 1/5/2024 8.93
52W High: 3/22/2024 15.12
52W Low: 10/27/2023 5.68
Avg. price 1W:   10.72
Avg. volume 1W:   0.00
Avg. price 1M:   11.53
Avg. volume 1M:   0.00
Avg. price 6M:   11.84
Avg. volume 6M:   0.00
Avg. price 1Y:   9.96
Avg. volume 1Y:   0.00
Volatility 1M:   45.84%
Volatility 6M:   50.00%
Volatility 1Y:   55.17%
Volatility 3Y:   -