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DZ Bank Call 76 LEG 21.06.2024/  DE000DW3VJP7  /

EUWAX
5/22/2024  8:02:10 AM Chg.-0.040 Bid10:38:09 AM Ask10:38:09 AM Underlying Strike price Expiration date Option type
0.910EUR -4.21% 0.910
Bid Size: 30,000		 0.940
Ask Size: 30,000		 LEG IMMOBILIEN SE NA... 76.00 - 6/21/2024 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: 6/21/2024
Issue date: 7/5/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.41
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.89
Implied volatility: 0.43
Historic volatility: 0.36
Parity: 0.89
Time value: 0.12
Break-even: 86.10
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.09
Spread %: 9.78%
Delta: 0.84
Theta: -0.05
Omega: 7.05
Rho: 0.05
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.95%
1 Month  
+145.95%
3 Months  
+175.76%
YTD
  -13.33%
1 Year  
+355.00%
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): 5/17/2024 1.120
Low (YTD): 2/29/2024 0.200
52W High: 5/17/2024 1.120
52W Low: 6/1/2023 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:   -