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DZ Bank Call 120 SND 21.06.2024/  DE000DW3QJC5  /

EUWAX
2024-05-31  12:53:09 PM Chg.0.00 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
10.73EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 2.07
Leverage: Yes

Calculated values

Fair value: 10.89
Intrinsic value: 10.87
Implied volatility: 1.70
Historic volatility: 0.21
Parity: 10.87
Time value: 0.19
Break-even: 230.50
Moneyness: 1.91
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 1.10%
Delta: 0.96
Theta: -0.19
Omega: 1.99
Rho: 0.06
 

Quote data

Open: 10.80
High: 10.80
Low: 10.73
Previous Close: 10.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month  
+11.89%
3 Months  
+21.11%
YTD  
+67.13%
1 Year  
+120.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.82 10.73
1M High / 1M Low: 11.82 9.39
6M High / 6M Low: 11.82 5.15
High (YTD): 2024-05-27 11.82
Low (YTD): 2024-01-05 5.49
52W High: 2024-05-27 11.82
52W Low: 2023-10-25 2.54
Avg. price 1W:   11.31
Avg. volume 1W:   0.00
Avg. price 1M:   10.86
Avg. volume 1M:   0.00
Avg. price 6M:   8.19
Avg. volume 6M:   1.36
Avg. price 1Y:   6.23
Avg. volume 1Y:   1.84
Volatility 1M:   43.75%
Volatility 6M:   45.04%
Volatility 1Y:   64.49%
Volatility 3Y:   -