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DZ Bank Call 95 GXI 21.06.2024/  DE000DW3JG29  /

Frankfurt Zert./DZB
5/16/2024  8:34:23 AM Chg.-0.010 Bid8:45:30 AM Ask8:45:30 AM Underlying Strike price Expiration date Option type
0.800EUR -1.23% 0.800
Bid Size: 26,250		 0.820
Ask Size: 26,250		 GERRESHEIMER AG 95.00 - 6/21/2024 Call
 

Master data

WKN: DW3JG2
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 6/21/2024
Issue date: 6/22/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.15
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.55
Implied volatility: 0.27
Historic volatility: 0.38
Parity: 0.55
Time value: 0.16
Break-even: 102.10
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.77
Theta: -0.04
Omega: 10.88
Rho: 0.07
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.59%
1 Month
  -2.44%
3 Months  
+48.15%
YTD
  -24.53%
1 Year
  -59.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.680
1M High / 1M Low: 1.040 0.680
6M High / 6M Low: 1.960 0.500
High (YTD): 3/6/2024 1.960
Low (YTD): 2/8/2024 0.500
52W High: 9/1/2023 3.350
52W Low: 2/8/2024 0.500
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.996
Avg. volume 6M:   0.000
Avg. price 1Y:   1.579
Avg. volume 1Y:   0.000
Volatility 1M:   165.96%
Volatility 6M:   293.12%
Volatility 1Y:   234.07%
Volatility 3Y:   -