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DZ Bank Call 36 FIE 21.06.2024/  DE000DW5CC93  /

Frankfurt Zert./DZB
2024-05-10  9:34:44 PM Chg.-0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.120EUR -3.45% -
Bid Size: -		 -
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: 3.92
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 0.78
Historic volatility: 0.23
Parity: 1.10
Time value: 0.10
Break-even: 48.00
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.09
Spread %: 8.11%
Delta: 0.88
Theta: -0.03
Omega: 3.44
Rho: 0.03
 

Quote data

Open: 1.160
High: 1.200
Low: 1.110
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.75%
1 Month  
+86.67%
3 Months  
+20.43%
YTD
  -17.65%
1 Year
  -19.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 1.060
1M High / 1M Low: 1.160 0.590
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:   1.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   0.000
Avg. price 1Y:   1.042
Avg. volume 1Y:   0.000
Volatility 1M:   134.84%
Volatility 6M:   93.81%
Volatility 1Y:   98.83%
Volatility 3Y:   -