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DZ Bank Call 85 SQU 21.06.2024/  DE000DW3QSX2  /

Frankfurt Zert./DZB
2024-05-31  9:35:17 PM Chg.+0.020 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
2.970EUR +0.68% 3.010
Bid Size: 4,000		 3.090
Ask Size: 4,000		 VINCI S.A. INH. EO... 85.00 - 2024-06-21 Call
 

Master data

WKN: DW3QSX
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.95
Implied volatility: 1.04
Historic volatility: 0.14
Parity: 2.95
Time value: 0.15
Break-even: 115.90
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 2.66%
Delta: 0.91
Theta: -0.12
Omega: 3.37
Rho: 0.04
 

Quote data

Open: 2.960
High: 3.000
Low: 2.920
Previous Close: 2.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.41%
1 Month  
+16.02%
3 Months
  -9.17%
YTD
  -0.67%
1 Year  
+10.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.050 2.810
1M High / 1M Low: 3.160 2.560
6M High / 6M Low: 3.530 2.560
High (YTD): 2024-03-27 3.530
Low (YTD): 2024-05-02 2.560
52W High: 2024-03-27 3.530
52W Low: 2023-10-23 1.730
Avg. price 1W:   2.940
Avg. volume 1W:   0.000
Avg. price 1M:   2.945
Avg. volume 1M:   0.000
Avg. price 6M:   3.082
Avg. volume 6M:   4.597
Avg. price 1Y:   2.673
Avg. volume 1Y:   2.235
Volatility 1M:   48.46%
Volatility 6M:   54.13%
Volatility 1Y:   59.77%
Volatility 3Y:   -