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DZ Bank Call 60 SAX 21.06.2024/  DE000DW3JRW1  /

Frankfurt Zert./DZB
2024-05-27  12:35:14 PM Chg.+0.020 Bid9:58:02 PM Ask- Underlying Strike price Expiration date Option type
0.720EUR +2.86% -
Bid Size: -		 -
Ask Size: -		 STROEER SE + CO. KGA... 60.00 - 2024-06-21 Call
 

Master data

WKN: DW3JRW
Issuer: DZ Bank AG
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-05-28
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.55
Time value: 0.03
Break-even: 65.80
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.03
Omega: 10.29
Rho: 0.03
 

Quote data

Open: 0.690
High: 0.730
Low: 0.690
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+118.18%
3 Months  
+1536.36%
YTD  
+227.27%
1 Year  
+278.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.720
1M High / 1M Low: 0.750 0.250
6M High / 6M Low: 0.750 0.044
High (YTD): 2024-05-20 0.750
Low (YTD): 2024-03-01 0.044
52W High: 2024-05-20 0.750
52W Low: 2023-11-01 0.025
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   0.128
Avg. volume 1Y:   0.000
Volatility 1M:   353.24%
Volatility 6M:   333.88%
Volatility 1Y:   334.56%
Volatility 3Y:   -