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DZ Bank Call 6.5 ENL 20.06.2024/  DE000DW3JE05  /

Frankfurt Zert./DZB
2024-05-16  9:34:58 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 6,500		 0.410
Ask Size: 6,500		 ENEL S.P.A. ... 6.50 - 2024-06-20 Call
 

Master data

WKN: DW3JE0
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-06-20
Issue date: 2022-06-22
Last trading day: 2024-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.55
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.34
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.34
Time value: 0.10
Break-even: 6.94
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.77
Theta: 0.00
Omega: 11.98
Rho: 0.00
 

Quote data

Open: 0.410
High: 0.430
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.63%
1 Month  
+2542.86%
3 Months  
+1750.00%
YTD
  -17.78%
1 Year  
+54.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.380 0.014
6M High / 6M Low: 0.450 0.001
High (YTD): 2024-01-02 0.430
Low (YTD): 2024-04-16 0.001
52W High: 2023-12-29 0.450
52W Low: 2024-04-16 0.001
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   449.40%
Volatility 6M:   2,899.59%
Volatility 1Y:   2,051.89%
Volatility 3Y:   -