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DZ Bank Call 65 GXI 21.06.2024/  DE000DW3NWW3  /

Frankfurt Zert./DZB
2024-05-13  9:34:51 PM Chg.-0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
3.500EUR -1.41% 3.500
Bid Size: 7,500		 3.590
Ask Size: 7,500		 GERRESHEIMER AG 65.00 - 2024-06-21 Call
 

Master data

WKN: DW3NWW
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.76
Leverage: Yes

Calculated values

Fair value: 3.57
Intrinsic value: 3.54
Implied volatility: 0.91
Historic volatility: 0.38
Parity: 3.54
Time value: 0.10
Break-even: 101.40
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 2.54%
Delta: 0.95
Theta: -0.05
Omega: 2.61
Rho: 0.06
 

Quote data

Open: 3.520
High: 3.570
Low: 3.290
Previous Close: 3.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.91%
1 Month  
+0.86%
3 Months  
+21.95%
YTD  
+8.70%
1 Year
  -14.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.430
1M High / 1M Low: 3.820 3.320
6M High / 6M Low: 4.660 2.250
High (YTD): 2024-03-06 4.660
Low (YTD): 2024-01-17 2.430
52W High: 2023-09-01 5.930
52W Low: 2023-11-16 2.250
Avg. price 1W:   3.636
Avg. volume 1W:   0.000
Avg. price 1M:   3.584
Avg. volume 1M:   0.000
Avg. price 6M:   3.299
Avg. volume 6M:   0.000
Avg. price 1Y:   3.861
Avg. volume 1Y:   0.000
Volatility 1M:   57.75%
Volatility 6M:   115.21%
Volatility 1Y:   101.77%
Volatility 3Y:   -