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DZ Bank Call 15 AAG 21.06.2024/  DE000DW3H8Z2  /

EUWAX
2024-05-21  12:47:56 PM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.230EUR -11.54% -
Bid Size: -		 -
Ask Size: -		 AUMANN AG INH O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: DW3H8Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.22
Implied volatility: 1.07
Historic volatility: 0.35
Parity: 0.22
Time value: 0.11
Break-even: 18.30
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 1.10
Spread abs.: 0.12
Spread %: 57.14%
Delta: 0.73
Theta: -0.03
Omega: 3.78
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month  
+9.52%
3 Months
  -20.69%
YTD
  -46.51%
1 Year
  -28.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.340 0.160
6M High / 6M Low: 0.430 0.150
High (YTD): 2024-01-02 0.410
Low (YTD): 2024-03-18 0.150
52W High: 2023-12-29 0.430
52W Low: 2023-10-30 0.070
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   278.36%
Volatility 6M:   197.58%
Volatility 1Y:   181.63%
Volatility 3Y:   -