OverviewChartNewsTraderScreen

DZ Bank Call 54 AI3A 21.06.2024/  DE000DW0ETW4  /

EUWAX
2024-06-05  9:52:16 AM Chg.+0.01 Bid3:34:33 PM Ask3:34:33 PM Underlying Strike price Expiration date Option type
1.24EUR +0.81% 1.41
Bid Size: 50,000		 1.43
Ask Size: 50,000		 AMADEUS IT GRP SA EO... 54.00 - 2024-06-21 Call
 

Master data

WKN: DW0ETW
Issuer: DZ Bank AG
Currency: EUR
Underlying: AMADEUS IT GRP SA EO 0,01
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.22
Implied volatility: 0.84
Historic volatility: 0.20
Parity: 1.22
Time value: 0.07
Break-even: 66.90
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 6.61%
Delta: 0.89
Theta: -0.07
Omega: 4.59
Rho: 0.02
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month  
+65.33%
3 Months  
+148.00%
YTD
  -3.88%
1 Year
  -30.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.00
1M High / 1M Low: 1.26 0.64
6M High / 6M Low: 1.40 0.39
High (YTD): 2024-01-26 1.40
Low (YTD): 2024-04-16 0.39
52W High: 2023-06-16 1.87
52W Low: 2024-04-16 0.39
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   63.64
Avg. price 6M:   0.93
Avg. volume 6M:   11.20
Avg. price 1Y:   1.08
Avg. volume 1Y:   5.47
Volatility 1M:   131.00%
Volatility 6M:   149.66%
Volatility 1Y:   126.09%
Volatility 3Y:   -