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DZ Bank Call 330 M4I 21.06.2024/  DE000DW61U27  /

EUWAX
2024-05-28  8:26:59 AM Chg.+0.03 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
11.33EUR +0.27% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 330.00 - 2024-06-21 Call
 

Master data

WKN: DW61U2
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 8.62
Intrinsic value: 8.54
Implied volatility: 1.60
Historic volatility: 0.14
Parity: 8.54
Time value: 2.74
Break-even: 442.80
Moneyness: 1.26
Premium: 0.07
Premium p.a.: 1.64
Spread abs.: -0.01
Spread %: -0.09%
Delta: 0.78
Theta: -1.07
Omega: 2.87
Rho: 0.14
 

Quote data

Open: 11.33
High: 11.33
Low: 11.33
Previous Close: 11.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.11%
1 Month
  -11.00%
3 Months
  -20.60%
YTD  
+17.90%
1 Year  
+53.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.94 11.30
1M High / 1M Low: 12.73 10.67
6M High / 6M Low: 15.12 8.35
High (YTD): 2024-03-22 15.12
Low (YTD): 2024-01-05 8.93
52W High: 2024-03-22 15.12
52W Low: 2023-10-27 5.68
Avg. price 1W:   11.58
Avg. volume 1W:   0.00
Avg. price 1M:   11.72
Avg. volume 1M:   0.00
Avg. price 6M:   11.81
Avg. volume 6M:   0.00
Avg. price 1Y:   9.89
Avg. volume 1Y:   0.00
Volatility 1M:   50.85%
Volatility 6M:   49.34%
Volatility 1Y:   55.94%
Volatility 3Y:   -