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DZ Bank Call 410 M4I 21.06.2024/  DE000DW61U76  /

Frankfurt Zert./DZB
2024-06-10  9:34:43 AM Chg.-0.090 Bid9:52:09 AM Ask- Underlying Strike price Expiration date Option type
3.790EUR -2.32% 3.780
Bid Size: 4,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 410.00 - 2024-06-21 Call
 

Master data

WKN: DW61U7
Issuer: DZ Bank AG
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.73
Implied volatility: 1.16
Historic volatility: 0.14
Parity: 0.73
Time value: 2.99
Break-even: 447.20
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 8.94
Spread abs.: -0.10
Spread %: -2.62%
Delta: 0.58
Theta: -1.52
Omega: 6.47
Rho: 0.06
 

Quote data

Open: 3.800
High: 3.800
Low: 3.740
Previous Close: 3.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.94%
1 Month
  -18.14%
3 Months
  -40.60%
YTD  
+6.46%
1 Year  
+49.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.880 3.160
1M High / 1M Low: 4.890 3.160
6M High / 6M Low: 7.920 3.060
High (YTD): 2024-03-21 7.920
Low (YTD): 2024-01-05 3.060
52W High: 2024-03-21 7.920
52W Low: 2023-10-27 1.500
Avg. price 1W:   3.490
Avg. volume 1W:   0.000
Avg. price 1M:   4.034
Avg. volume 1M:   0.000
Avg. price 6M:   5.068
Avg. volume 6M:   0.000
Avg. price 1Y:   4.076
Avg. volume 1Y:   0.000
Volatility 1M:   97.57%
Volatility 6M:   103.29%
Volatility 1Y:   100.63%
Volatility 3Y:   -