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DZ Bank Call 9.5 VVU 21.06.2024/  DE000DW3UPH3  /

EUWAX
6/7/2024  9:10:00 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.580EUR -7.94% -
Bid Size: -		 -
Ask Size: -		 VIVENDI SE INH. E... 9.50 - 6/21/2024 Call
 

Master data

WKN: DW3UPH
Issuer: DZ Bank AG
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 6/21/2024
Issue date: 7/4/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 20.27
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.43
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.43
Time value: 0.06
Break-even: 9.99
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.83
Theta: -0.01
Omega: 16.91
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -6.45%
3 Months
  -18.31%
YTD
  -42.57%
1 Year  
+11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.580
1M High / 1M Low: 0.760 0.530
6M High / 6M Low: 1.290 0.420
High (YTD): 1/31/2024 1.290
Low (YTD): 5/2/2024 0.420
52W High: 1/31/2024 1.290
52W Low: 10/27/2023 0.330
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   172.89%
Volatility 6M:   170.85%
Volatility 1Y:   142.46%
Volatility 3Y:   -