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DZ Bank Call 9.5 FTE 21.06.2024/  DE000DW4KY98  /

Frankfurt Zert./DZB
2024-06-11  9:35:00 PM Chg.-0.150 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.390EUR -27.78% 0.390
Bid Size: 5,000		 0.430
Ask Size: 5,000		 ORANGE INH. ... 9.50 - 2024-06-21 Call
 

Master data

WKN: DW4KY9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-06-21
Issue date: 2022-07-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.75
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.44
Implied volatility: 0.44
Historic volatility: 0.14
Parity: 0.44
Time value: 0.12
Break-even: 10.06
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.56
Spread abs.: 0.04
Spread %: 7.69%
Delta: 0.75
Theta: -0.01
Omega: 13.29
Rho: 0.00
 

Quote data

Open: 0.490
High: 0.490
Low: 0.300
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -62.86%
1 Month
  -62.86%
3 Months
  -70.23%
YTD
  -65.18%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.540
1M High / 1M Low: 1.390 0.540
6M High / 6M Low: 1.970 0.540
High (YTD): 2024-01-23 1.970
Low (YTD): 2024-06-10 0.540
52W High: 2024-01-23 1.970
52W Low: 2024-06-10 0.540
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   1.131
Avg. volume 1M:   0.000
Avg. price 6M:   1.318
Avg. volume 6M:   0.000
Avg. price 1Y:   1.406
Avg. volume 1Y:   70.455
Volatility 1M:   213.14%
Volatility 6M:   130.89%
Volatility 1Y:   108.87%
Volatility 3Y:   -