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DZ Bank Call 84 RDC 21.06.2024/  DE000DW3UL50  /

Frankfurt Zert./DZB
6/5/2024  6:04:24 PM Chg.+0.130 Bid6/5/2024 Ask- Underlying Strike price Expiration date Option type
3.150EUR +4.30% 3.150
Bid Size: 10,500		 -
Ask Size: -		 REDCARE PHARMACY INH... 84.00 - 6/21/2024 Call
 

Master data

WKN: DW3UL5
Issuer: DZ Bank AG
Currency: EUR
Underlying: REDCARE PHARMACY INH.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 6/21/2024
Issue date: 7/4/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 3.09
Intrinsic value: 3.08
Implied volatility: 1.42
Historic volatility: 0.49
Parity: 3.08
Time value: 0.23
Break-even: 117.10
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.57
Spread abs.: 0.29
Spread %: 9.60%
Delta: 0.89
Theta: -0.21
Omega: 3.07
Rho: 0.03
 

Quote data

Open: 3.030
High: 3.300
Low: 3.030
Previous Close: 3.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -30.00%
3 Months
  -34.78%
YTD
  -38.11%
1 Year  
+14.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.270 2.940
1M High / 1M Low: 5.060 1.490
6M High / 6M Low: 6.780 1.490
High (YTD): 3/28/2024 6.780
Low (YTD): 5/21/2024 1.490
52W High: 3/28/2024 6.780
52W Low: 5/21/2024 1.490
Avg. price 1W:   3.078
Avg. volume 1W:   0.000
Avg. price 1M:   3.236
Avg. volume 1M:   0.000
Avg. price 6M:   5.005
Avg. volume 6M:   0.000
Avg. price 1Y:   4.145
Avg. volume 1Y:   0.000
Volatility 1M:   247.71%
Volatility 6M:   136.02%
Volatility 1Y:   127.48%
Volatility 3Y:   -