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DZ Bank Call 35 FIE 21.06.2024/  DE000DW5CC85  /

Frankfurt Zert./DZB
27/05/2024  12:35:17 Chg.+0.010 Bid21:58:02 Ask- Underlying Strike price Expiration date Option type
0.930EUR +1.09% 0.900
Bid Size: 3,500		 -
Ask Size: -		 FIELMANN GROUP AG O.... 35.00 - 21/06/2024 Call
 

Master data

WKN: DW5CC8
Issuer: DZ Bank AG
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 21/06/2024
Issue date: 07/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.90
Historic volatility: 0.23
Parity: 0.93
Time value: 0.09
Break-even: 45.10
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.09
Spread %: 9.78%
Delta: 0.87
Theta: -0.05
Omega: 3.81
Rho: 0.02
 

Quote data

Open: 0.920
High: 0.960
Low: 0.920
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month  
+14.81%
3 Months  
+3.33%
YTD
  -35.86%
1 Year
  -30.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.920
1M High / 1M Low: 1.260 0.820
6M High / 6M Low: 1.490 0.670
High (YTD): 22/01/2024 1.390
Low (YTD): 16/04/2024 0.670
52W High: 19/06/2023 1.650
52W Low: 16/04/2024 0.670
Avg. price 1W:   1.052
Avg. volume 1W:   0.000
Avg. price 1M:   1.109
Avg. volume 1M:   0.000
Avg. price 6M:   1.053
Avg. volume 6M:   0.000
Avg. price 1Y:   1.109
Avg. volume 1Y:   0.000
Volatility 1M:   135.84%
Volatility 6M:   84.98%
Volatility 1Y:   93.37%
Volatility 3Y:   -