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DZ Bank Call 55 BSN 21.06.2024/  DE000DW3JC56  /

EUWAX
2024-06-07  9:05:17 AM Chg.+0.050 Bid10:13:11 AM Ask10:13:11 AM Underlying Strike price Expiration date Option type
0.520EUR +10.64% 0.530
Bid Size: 100,000		 0.550
Ask Size: 100,000		 DANONE S.A. EO -,25 55.00 - 2024-06-21 Call
 

Master data

WKN: DW3JC5
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.69
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.52
Historic volatility: 0.13
Parity: 0.49
Time value: 0.07
Break-even: 60.60
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 7.69%
Delta: 0.81
Theta: -0.06
Omega: 8.69
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.64%
1 Month  
+20.93%
3 Months  
+18.18%
YTD
  -1.89%
1 Year  
+1.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.560 0.410
6M High / 6M Low: 0.790 0.320
High (YTD): 2024-02-22 0.790
Low (YTD): 2024-04-11 0.320
52W High: 2024-02-22 0.790
52W Low: 2023-10-02 0.180
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   124.81%
Volatility 6M:   132.16%
Volatility 1Y:   134.82%
Volatility 3Y:   -