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DZ Bank Call 460 TN8 21.06.2024/  DE000DW6WCG2  /

EUWAX
2024-06-04  8:09:28 AM Chg.-0.09 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
10.21EUR -0.87% -
Bid Size: -		 -
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: 10.21
High: 10.21
Low: 10.21
Previous Close: 10.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.75%
1 Month
  -7.60%
3 Months
  -12.74%
YTD  
+17.09%
1 Year
  -3.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.57 9.65
1M High / 1M Low: 13.04 9.65
6M High / 6M Low: 13.60 5.97
High (YTD): 2024-03-08 13.60
Low (YTD): 2024-04-19 8.21
52W High: 2024-03-08 13.60
52W Low: 2023-10-27 3.17
Avg. price 1W:   10.33
Avg. volume 1W:   0.00
Avg. price 1M:   11.65
Avg. volume 1M:   0.00
Avg. price 6M:   10.39
Avg. volume 6M:   0.00
Avg. price 1Y:   9.51
Avg. volume 1Y:   0.00
Volatility 1M:   70.82%
Volatility 6M:   99.32%
Volatility 1Y:   109.94%
Volatility 3Y:   -