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DZ Bank Call 350 M4I 21.06.2024/  DE000DW61U35  /

Frankfurt Zert./DZB
2024-05-28  9:35:04 PM Chg.-0.650 Bid8:27:12 AM Ask- Underlying Strike price Expiration date Option type
8.800EUR -6.88% 8.770
Bid Size: 4,000		 -
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: 4.39
Leverage: Yes

Calculated values

Fair value: 6.63
Intrinsic value: 6.54
Implied volatility: 1.43
Historic volatility: 0.14
Parity: 6.54
Time value: 2.93
Break-even: 444.70
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 1.82
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -1.04
Omega: 3.27
Rho: 0.14
 

Quote data

Open: 9.510
High: 9.570
Low: 8.670
Previous Close: 9.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -14.40%
3 Months
  -28.05%
YTD  
+11.25%
1 Year  
+43.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.000 8.800
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:   9.452
Avg. volume 1W:   0.000
Avg. price 1M:   9.779
Avg. volume 1M:   0.000
Avg. price 6M:   10.036
Avg. volume 6M:   0.000
Avg. price 1Y:   8.300
Avg. volume 1Y:   13.695
Volatility 1M:   63.65%
Volatility 6M:   57.80%
Volatility 1Y:   64.20%
Volatility 3Y:   -