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DZ Bank Call 9.5 GYC 21.06.2024/  DE000DW6QR99  /

EUWAX
2024-05-15  8:16:21 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 GRAND CITY PROPERT.E... 9.50 - 2024-06-21 Call
 

Master data

WKN: DW6QR9
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRAND CITY PROPERT.EO-,10
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-06-21
Issue date: 2022-10-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.33
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.13
Implied volatility: 0.71
Historic volatility: 0.37
Parity: 0.13
Time value: 0.04
Break-even: 11.20
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.75
Theta: -0.01
Omega: 4.75
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months  
+313.79%
YTD
  -20.00%
1 Year  
+96.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.069
6M High / 6M Low: 0.150 0.024
High (YTD): 2024-05-10 0.140
Low (YTD): 2024-03-05 0.024
52W High: 2023-12-29 0.150
52W Low: 2024-03-05 0.024
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   0.000
Volatility 1M:   228.77%
Volatility 6M:   302.97%
Volatility 1Y:   284.55%
Volatility 3Y:   -