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DZ Bank Call 9 GYC 21.06.2024/  DE000DW75YJ6  /

Frankfurt Zert./DZB
2024-05-14  9:34:48 PM Chg.-0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.140
Bid Size: 10,000		 0.230
Ask Size: 10,000		 GRAND CITY PROPERT.E... 9.00 - 2024-06-21 Call
 

Master data

WKN: DW75YJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRAND CITY PROPERT.EO-,10
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-06-21
Issue date: 2022-12-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.19
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 0.19
Time value: 0.05
Break-even: 11.40
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.59
Spread abs.: 0.09
Spread %: 60.00%
Delta: 0.78
Theta: -0.01
Omega: 3.53
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.180
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.76%
3 Months  
+200.00%
YTD
  -16.67%
1 Year  
+154.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.170 0.090
6M High / 6M Low: 0.180 0.042
High (YTD): 2024-05-03 0.170
Low (YTD): 2024-03-04 0.042
52W High: 2023-12-29 0.180
52W Low: 2023-08-14 0.039
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   204.25%
Volatility 6M:   229.19%
Volatility 1Y:   240.78%
Volatility 3Y:   -