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DZ Bank Call 330 M4I 21.06.2024/  DE000DW61U27  /

EUWAX
2024-05-15  8:26:57 AM Chg.-0.37 Bid2:53:16 PM Ask2:53:16 PM Underlying Strike price Expiration date Option type
11.67EUR -3.07% 11.83
Bid Size: 6,000		 -
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: 3.61
Leverage: Yes

Calculated values

Fair value: 9.13
Intrinsic value: 9.00
Implied volatility: 1.28
Historic volatility: 0.15
Parity: 9.00
Time value: 2.64
Break-even: 446.40
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.82
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.69
Omega: 2.85
Rho: 0.22
 

Quote data

Open: 11.67
High: 11.67
Low: 11.67
Previous Close: 12.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.26%
1 Month
  -11.99%
3 Months
  -12.26%
YTD  
+21.44%
1 Year  
+48.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.15 11.70
1M High / 1M Low: 13.26 10.67
6M High / 6M Low: 15.12 7.57
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:   11.93
Avg. volume 1W:   0.00
Avg. price 1M:   12.09
Avg. volume 1M:   0.00
Avg. price 6M:   11.53
Avg. volume 6M:   0.00
Avg. price 1Y:   9.74
Avg. volume 1Y:   0.00
Volatility 1M:   63.76%
Volatility 6M:   50.10%
Volatility 1Y:   57.56%
Volatility 3Y:   -