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DZ Bank Call 76 LEG 21.06.2024/  DE000DW3VJP7  /

EUWAX
21/05/2024  12:04:24 Chg.-0.050 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.950EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 LEG IMMOBILIEN SE NA... 76.00 - 21/06/2024 Call
 

Master data

WKN: DW3VJP
Issuer: DZ Bank AG
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 21/06/2024
Issue date: 05/07/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.97
Implied volatility: 0.41
Historic volatility: 0.36
Parity: 0.97
Time value: 0.10
Break-even: 86.70
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 9.18%
Delta: 0.86
Theta: -0.04
Omega: 6.93
Rho: 0.05
 

Quote data

Open: 0.970
High: 0.970
Low: 0.930
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month  
+156.76%
3 Months  
+187.88%
YTD
  -9.52%
1 Year  
+375.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.950
1M High / 1M Low: 1.120 0.290
6M High / 6M Low: 1.120 0.200
High (YTD): 17/05/2024 1.120
Low (YTD): 29/02/2024 0.200
52W High: 17/05/2024 1.120
52W Low: 01/06/2023 0.130
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   0.483
Avg. volume 1Y:   0.000
Volatility 1M:   319.95%
Volatility 6M:   265.33%
Volatility 1Y:   252.87%
Volatility 3Y:   -