DZ Bank Call 9 IBE1 21.06.2024/  DE000DW3NY13  /

EUWAX
2024-06-14  9:02:11 AM Chg.+0.04 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
3.23EUR +1.25% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 9.00 - 2024-06-21 Call
 

Master data

WKN: DW3NY1
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 3.13
Implied volatility: 1.75
Historic volatility: 0.17
Parity: 3.13
Time value: 0.11
Break-even: 12.23
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.69
Spread abs.: 0.09
Spread %: 2.87%
Delta: 0.93
Theta: -0.03
Omega: 3.47
Rho: 0.00
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 3.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.29%
1 Month     0.00%
3 Months  
+57.56%
YTD  
+9.49%
1 Year  
+21.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.23 3.08
1M High / 1M Low: 3.44 2.96
6M High / 6M Low: 3.44 1.68
High (YTD): 2024-06-05 3.44
Low (YTD): 2024-02-28 1.68
52W High: 2024-06-05 3.44
52W Low: 2023-10-03 1.36
Avg. price 1W:   3.17
Avg. volume 1W:   0.00
Avg. price 1M:   3.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.55
Avg. volume 6M:   38.40
Avg. price 1Y:   2.41
Avg. volume 1Y:   152.34
Volatility 1M:   61.82%
Volatility 6M:   69.23%
Volatility 1Y:   75.87%
Volatility 3Y:   -