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DZ Bank Call 480 LOR 21.06.2024/  DE000DW3SGJ2  /

EUWAX
2024-05-31  12:48:47 PM Chg.-0.013 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.057EUR -18.57% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 480.00 - 2024-06-21 Call
 

Master data

WKN: DW3SGJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 205.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -2.79
Time value: 0.22
Break-even: 482.20
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.24
Spread abs.: 0.12
Spread %: 120.00%
Delta: 0.16
Theta: -0.17
Omega: 33.73
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.057
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.29%
1 Month
  -74.09%
3 Months
  -91.36%
YTD
  -96.30%
1 Year
  -96.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.057
1M High / 1M Low: 0.420 0.057
6M High / 6M Low: 1.750 0.057
High (YTD): 2024-02-06 1.750
Low (YTD): 2024-05-31 0.057
52W High: 2023-06-30 1.760
52W Low: 2024-05-31 0.057
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   0.819
Avg. volume 1Y:   0.000
Volatility 1M:   375.95%
Volatility 6M:   315.11%
Volatility 1Y:   255.21%
Volatility 3Y:   -