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DZ Bank Call 9.5 XCA 21.06.2024/  DE000DW3NRM4  /

Frankfurt Zert./DZB
20/06/2024  09:34:49 Chg.0.000 Bid09:43:58 Ask09:43:58 Underlying Strike price Expiration date Option type
3.570EUR 0.00% 3.600
Bid Size: 50,000		 3.620
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 9.50 - 21/06/2024 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: 21/06/2024
Issue date: 27/06/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 3.55
Implied volatility: 3.63
Historic volatility: 0.19
Parity: 3.55
Time value: 0.18
Break-even: 13.22
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 10.38
Spread abs.: 0.10
Spread %: 2.76%
Delta: 0.91
Theta: -0.15
Omega: 3.18
Rho: 0.00
 

Quote data

Open: 3.500
High: 3.570
Low: 3.500
Previous Close: 3.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -44.48%
3 Months
  -9.85%
YTD     0.00%
1 Year  
+76.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.990 3.540
1M High / 1M Low: 6.430 3.540
6M High / 6M Low: 6.440 2.810
High (YTD): 17/05/2024 6.440
Low (YTD): 13/02/2024 2.810
52W High: 17/05/2024 6.440
52W Low: 26/06/2023 1.720
Avg. price 1W:   3.668
Avg. volume 1W:   0.000
Avg. price 1M:   5.125
Avg. volume 1M:   0.000
Avg. price 6M:   4.284
Avg. volume 6M:   0.000
Avg. price 1Y:   3.353
Avg. volume 1Y:   0.000
Volatility 1M:   83.05%
Volatility 6M:   62.62%
Volatility 1Y:   65.69%
Volatility 3Y:   -