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DZ Bank Call 350 M4I 21.06.2024/  DE000DW61U35  /

Frankfurt Zert./DZB
2024-06-03  9:34:50 PM Chg.-0.120 Bid9:59:39 PM Ask- Underlying Strike price Expiration date Option type
8.600EUR -1.38% 8.660
Bid Size: 5,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 350.00 - 2024-06-21 Call
 

Master data

WKN: DW61U3
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.80
Leverage: Yes

Calculated values

Fair value: 6.26
Intrinsic value: 6.19
Implied volatility: 1.44
Historic volatility: 0.14
Parity: 6.19
Time value: 2.39
Break-even: 435.80
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 2.13
Spread abs.: -0.48
Spread %: -5.30%
Delta: 0.75
Theta: -1.18
Omega: 3.60
Rho: 0.11
 

Quote data

Open: 9.150
High: 9.230
Low: 8.530
Previous Close: 8.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.99%
1 Month
  -3.70%
3 Months
  -30.19%
YTD  
+8.72%
1 Year  
+42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.450 8.720
1M High / 1M Low: 10.340 8.720
6M High / 6M Low: 13.250 6.900
High (YTD): 2024-03-21 13.250
Low (YTD): 2024-01-05 7.290
52W High: 2024-03-21 13.250
52W Low: 2023-10-27 4.290
Avg. price 1W:   8.908
Avg. volume 1W:   0.000
Avg. price 1M:   9.653
Avg. volume 1M:   0.000
Avg. price 6M:   10.075
Avg. volume 6M:   0.000
Avg. price 1Y:   8.355
Avg. volume 1Y:   13.803
Volatility 1M:   47.11%
Volatility 6M:   56.75%
Volatility 1Y:   63.40%
Volatility 3Y:   -