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DZ Bank Call 15 IVU 21.06.2024/  DE000DW3NZC8  /

EUWAX
2024-05-14  8:25:48 AM Chg.-0.130 Bid10:45:40 AM Ask10:45:40 AM Underlying Strike price Expiration date Option type
0.540EUR -19.40% 0.510
Bid Size: 4,000		 0.540
Ask Size: 4,000		 IVU TRAFFIC TECHN.AG... 15.00 - 2024-06-21 Call
 

Master data

WKN: DW3NZC
Issuer: DZ Bank AG
Currency: EUR
Underlying: IVU TRAFFIC TECHN.AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.78
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: -0.65
Time value: 0.63
Break-even: 15.63
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.27
Spread abs.: 0.09
Spread %: 16.67%
Delta: 0.43
Theta: -0.01
Omega: 9.70
Rho: 0.01
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -50.91%
3 Months
  -49.06%
YTD
  -57.81%
1 Year
  -87.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.560
1M High / 1M Low: 1.020 0.560
6M High / 6M Low: 2.670 0.560
High (YTD): 2024-04-02 1.640
Low (YTD): 2024-05-07 0.560
52W High: 2023-05-26 4.240
52W Low: 2024-05-07 0.560
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.778
Avg. volume 1M:   0.000
Avg. price 6M:   1.194
Avg. volume 6M:   0.000
Avg. price 1Y:   1.832
Avg. volume 1Y:   0.000
Volatility 1M:   204.67%
Volatility 6M:   189.56%
Volatility 1Y:   162.48%
Volatility 3Y:   -