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DZ Bank Call 370 M4I 21.06.2024/  DE000DW61U43  /

Frankfurt Zert./DZB
2024-06-20  9:34:51 AM Chg.+0.020 Bid9:45:49 AM Ask- Underlying Strike price Expiration date Option type
7.530EUR +0.27% 7.520
Bid Size: 2,500		 -
Ask Size: -		 MASTERCARD INC.A DL-... 370.00 - 2024-06-21 Call
 

Master data

WKN: DW61U4
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.91
Implied volatility: 3.95
Historic volatility: 0.14
Parity: 4.91
Time value: 2.55
Break-even: 444.60
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -10.41
Omega: 4.03
Rho: 0.01
 

Quote data

Open: 7.560
High: 7.560
Low: 7.530
Previous Close: 7.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.50%
1 Month
  -10.78%
3 Months
  -33.66%
YTD  
+18.77%
1 Year  
+68.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.510 6.940
1M High / 1M Low: 8.440 6.730
6M High / 6M Low: 11.460 5.750
High (YTD): 2024-03-21 11.460
Low (YTD): 2024-01-05 5.750
52W High: 2024-03-21 11.460
52W Low: 2023-10-27 3.160
Avg. price 1W:   7.222
Avg. volume 1W:   0.000
Avg. price 1M:   7.347
Avg. volume 1M:   0.000
Avg. price 6M:   8.456
Avg. volume 6M:   0.000
Avg. price 1Y:   6.935
Avg. volume 1Y:   18.969
Volatility 1M:   57.27%
Volatility 6M:   65.80%
Volatility 1Y:   71.63%
Volatility 3Y:   -