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DZ Bank Call 9.5 XCA 21.06.2024/  DE000DW3NRM4  /

Frankfurt Zert./DZB
2024-06-11  12:35:15 PM Chg.-0.300 Bid12:53:22 PM Ask12:53:22 PM Underlying Strike price Expiration date Option type
4.280EUR -6.55% 4.210
Bid Size: 50,000		 4.230
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 9.50 - 2024-06-21 Call
 

Master data

WKN: DW3NRM
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 4.62
Intrinsic value: 4.62
Implied volatility: 1.49
Historic volatility: 0.18
Parity: 4.62
Time value: 0.08
Break-even: 14.19
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 2.18%
Delta: 0.96
Theta: -0.02
Omega: 2.88
Rho: 0.00
 

Quote data

Open: 4.600
High: 4.600
Low: 4.280
Previous Close: 4.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.79%
1 Month
  -28.55%
3 Months  
+21.94%
YTD  
+19.89%
1 Year  
+107.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.270 4.580
1M High / 1M Low: 6.440 4.580
6M High / 6M Low: 6.440 2.810
High (YTD): 2024-05-17 6.440
Low (YTD): 2024-02-13 2.810
52W High: 2024-05-17 6.440
52W Low: 2023-06-26 1.720
Avg. price 1W:   5.036
Avg. volume 1W:   0.000
Avg. price 1M:   5.817
Avg. volume 1M:   0.000
Avg. price 6M:   4.266
Avg. volume 6M:   0.000
Avg. price 1Y:   3.310
Avg. volume 1Y:   0.000
Volatility 1M:   70.80%
Volatility 6M:   57.69%
Volatility 1Y:   63.47%
Volatility 3Y:   -