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DZ Bank Call 8.5 PAT 21.06.2024/  DE000DW6UCR3  /

EUWAX
2024-05-24  1:06:51 PM Chg.-0.010 Bid1:22:59 PM Ask1:22:59 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.340
Bid Size: 12,000		 -
Ask Size: -		 PATRIZIA SE NA O.N. 8.50 - 2024-06-21 Call
 

Master data

WKN: DW6UCR
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-06-21
Issue date: 2022-10-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.33
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.42
Parity: -0.18
Time value: 0.48
Break-even: 8.98
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 1.71
Spread abs.: 0.18
Spread %: 60.00%
Delta: 0.49
Theta: -0.01
Omega: 8.47
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.370
Low: 0.300
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+29.63%
3 Months
  -12.50%
YTD
  -66.67%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.360
1M High / 1M Low: 0.800 0.270
6M High / 6M Low: 1.100 0.270
High (YTD): 2024-01-12 0.970
Low (YTD): 2024-04-25 0.270
52W High: 2023-07-07 3.860
52W Low: 2024-04-25 0.270
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   1.232
Avg. volume 1Y:   0.000
Volatility 1M:   248.38%
Volatility 6M:   251.57%
Volatility 1Y:   204.41%
Volatility 3Y:   -