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DZ Bank Call 16 AAG 21.06.2024/  DE000DW3H801  /

EUWAX
2024-05-21  12:47:53 PM Chg.-0.020 Bid4:34:09 PM Ask4:34:09 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.150
Bid Size: 25,000		 0.180
Ask Size: 25,000		 AUMANN AG INH O.N. 16.00 - 2024-06-21 Call
 

Master data

WKN: DW3H80
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.16
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.12
Implied volatility: 0.89
Historic volatility: 0.35
Parity: 0.12
Time value: 0.12
Break-even: 18.40
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 1.24
Spread abs.: 0.09
Spread %: 60.00%
Delta: 0.66
Theta: -0.03
Omega: 4.73
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+6.67%
3 Months
  -30.43%
YTD
  -55.56%
1 Year
  -42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.360 0.100
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-03-18 0.100
52W High: 2023-12-29 0.360
52W Low: 2023-10-30 0.050
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   8.065
Avg. price 1Y:   0.194
Avg. volume 1Y:   3.922
Volatility 1M:   333.90%
Volatility 6M:   245.45%
Volatility 1Y:   219.11%
Volatility 3Y:   -