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DZ Bank Call 120 SND 21.06.2024/  DE000DW3QJC5  /

Frankfurt Zert./DZB
2024-06-05  11:35:16 AM Chg.+0.190 Bid11:53:53 AM Ask11:53:53 AM Underlying Strike price Expiration date Option type
10.660EUR +1.81% 10.660
Bid Size: 25,000		 10.690
Ask Size: 25,000		 SCHNEIDER ELEC. INH.... 120.00 - 2024-06-21 Call
 

Master data

WKN: DW3QJC
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 10.46
Intrinsic value: 10.44
Implied volatility: 1.98
Historic volatility: 0.21
Parity: 10.44
Time value: 0.21
Break-even: 226.50
Moneyness: 1.87
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.12
Spread %: 1.14%
Delta: 0.96
Theta: -0.28
Omega: 2.02
Rho: 0.05
 

Quote data

Open: 10.630
High: 10.660
Low: 10.600
Previous Close: 10.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.66%
1 Month  
+10.58%
3 Months  
+22.39%
YTD  
+65.53%
1 Year  
+108.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.930 10.470
1M High / 1M Low: 11.760 10.030
6M High / 6M Low: 11.760 5.280
High (YTD): 2024-05-24 11.760
Low (YTD): 2024-01-05 5.520
52W High: 2024-05-24 11.760
52W Low: 2023-10-26 2.570
Avg. price 1W:   10.718
Avg. volume 1W:   0.000
Avg. price 1M:   11.064
Avg. volume 1M:   0.000
Avg. price 6M:   8.336
Avg. volume 6M:   0.000
Avg. price 1Y:   6.305
Avg. volume 1Y:   0.000
Volatility 1M:   40.66%
Volatility 6M:   46.96%
Volatility 1Y:   64.29%
Volatility 3Y:   -