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DZ Bank Call 460 TN8 21.06.2024/  DE000DW6WCG2  /

Frankfurt Zert./DZB
2024-06-04  2:04:50 PM Chg.-0.010 Bid2:23:10 PM Ask- Underlying Strike price Expiration date Option type
10.110EUR -0.10% 10.120
Bid Size: 3,000		 -
Ask Size: -		 THERMO FISH.SCIENTIF... 460.00 - 2024-06-21 Call
 

Master data

WKN: DW6WCG
Issuer: DZ Bank AG
Currency: EUR
Underlying: THERMO FISH.SCIENTIF.DL 1
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 6.30
Intrinsic value: 6.22
Implied volatility: 1.55
Historic volatility: 0.19
Parity: 6.22
Time value: 3.90
Break-even: 561.20
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 3.69
Spread abs.: -0.15
Spread %: -1.46%
Delta: 0.71
Theta: -1.78
Omega: 3.66
Rho: 0.13
 

Quote data

Open: 10.440
High: 10.440
Low: 10.080
Previous Close: 10.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month
  -8.51%
3 Months
  -17.60%
YTD  
+17.29%
1 Year
  -2.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.380 9.550
1M High / 1M Low: 13.090 9.550
6M High / 6M Low: 13.620 5.990
High (YTD): 2024-03-08 13.620
Low (YTD): 2024-04-18 8.490
52W High: 2024-03-08 13.620
52W Low: 2023-10-27 3.250
Avg. price 1W:   10.028
Avg. volume 1W:   0.000
Avg. price 1M:   11.575
Avg. volume 1M:   0.000
Avg. price 6M:   10.366
Avg. volume 6M:   0.000
Avg. price 1Y:   9.482
Avg. volume 1Y:   0.000
Volatility 1M:   77.24%
Volatility 6M:   86.12%
Volatility 1Y:   97.49%
Volatility 3Y:   -