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DZ Bank Call 84 GXI 21.06.2024/  DE000DW3NW23  /

Frankfurt Zert./DZB
16/05/2024  21:34:47 Chg.+0.150 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.900EUR +8.57% 1.900
Bid Size: 7,500		 1.990
Ask Size: 7,500		 GERRESHEIMER AG 84.00 - 21/06/2024 Call
 

Master data

WKN: DW3NW2
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 21/06/2024
Issue date: 27/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.71
Implied volatility: 0.53
Historic volatility: 0.38
Parity: 1.71
Time value: 0.13
Break-even: 102.40
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 5.14%
Delta: 0.89
Theta: -0.05
Omega: 4.88
Rho: 0.07
 

Quote data

Open: 1.740
High: 2.030
Low: 1.740
Previous Close: 1.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.01%
1 Month  
+19.50%
3 Months  
+66.67%
YTD  
+9.83%
1 Year
  -27.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.580
1M High / 1M Low: 1.960 1.580
6M High / 6M Low: 2.870 1.030
High (YTD): 06/03/2024 2.870
Low (YTD): 08/02/2024 1.050
52W High: 01/09/2023 4.240
52W Low: 16/11/2023 1.030
Avg. price 1W:   1.664
Avg. volume 1W:   0.000
Avg. price 1M:   1.768
Avg. volume 1M:   0.000
Avg. price 6M:   1.723
Avg. volume 6M:   0.000
Avg. price 1Y:   2.309
Avg. volume 1Y:   0.000
Volatility 1M:   103.81%
Volatility 6M:   192.69%
Volatility 1Y:   163.48%
Volatility 3Y:   -