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DZ Bank Call 36 FIE 21.06.2024/  DE000DW5CC93  /

Frankfurt Zert./DZB
2024-05-24  9:34:52 PM Chg.-0.060 Bid9:58:03 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
0.820EUR -6.82% 0.820
Bid Size: 3,500		 -
Ask Size: -		 FIELMANN GROUP AG O.... 36.00 - 2024-06-21 Call
 

Master data

WKN: DW5CC9
Issuer: DZ Bank AG
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.83
Implied volatility: 0.79
Historic volatility: 0.23
Parity: 0.83
Time value: 0.09
Break-even: 45.10
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.09
Spread %: 10.98%
Delta: 0.86
Theta: -0.04
Omega: 4.18
Rho: 0.02
 

Quote data

Open: 0.870
High: 0.890
Low: 0.820
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.36%
1 Month  
+13.89%
3 Months
  -2.38%
YTD
  -39.71%
1 Year
  -34.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.820
1M High / 1M Low: 1.160 0.720
6M High / 6M Low: 1.400 0.590
High (YTD): 2024-01-22 1.300
Low (YTD): 2024-04-15 0.590
52W High: 2023-06-19 1.580
52W Low: 2024-04-15 0.590
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.997
Avg. volume 1M:   0.000
Avg. price 6M:   0.966
Avg. volume 6M:   0.000
Avg. price 1Y:   1.027
Avg. volume 1Y:   0.000
Volatility 1M:   146.20%
Volatility 6M:   94.71%
Volatility 1Y:   99.53%
Volatility 3Y:   -