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DZ Bank Call 68 EVD 21.06.2024/  DE000DW3JCS1  /

Frankfurt Zert./DZB
2024-05-15  9:35:05 PM Chg.-0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.270EUR -3.79% 1.250
Bid Size: 7,500		 1.340
Ask Size: 7,500		 CTS EVENTIM KGAA 68.00 - 2024-06-21 Call
 

Master data

WKN: DW3JCS
Issuer: DZ Bank AG
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.75
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.31
Implied volatility: 0.50
Historic volatility: 0.29
Parity: 1.31
Time value: 0.11
Break-even: 82.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 6.82%
Delta: 0.88
Theta: -0.04
Omega: 5.08
Rho: 0.06
 

Quote data

Open: 1.230
High: 1.300
Low: 1.170
Previous Close: 1.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.03%
1 Month
  -13.61%
3 Months  
+139.62%
YTD  
+296.88%
1 Year  
+144.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.320
1M High / 1M Low: 1.650 1.240
6M High / 6M Low: 1.780 0.130
High (YTD): 2024-04-08 1.780
Low (YTD): 2024-01-22 0.130
52W High: 2024-04-08 1.780
52W Low: 2024-01-22 0.130
Avg. price 1W:   1.458
Avg. volume 1W:   0.000
Avg. price 1M:   1.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   4.032
Avg. price 1Y:   0.585
Avg. volume 1Y:   14.887
Volatility 1M:   138.98%
Volatility 6M:   221.06%
Volatility 1Y:   216.09%
Volatility 3Y:   -