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DZ Bank Call 9 GYC 21.06.2024/  DE000DW75YJ6  /

EUWAX
2024-05-15  8:12:12 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 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: 4.68
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.96
Historic volatility: 0.37
Parity: 0.18
Time value: 0.05
Break-even: 11.30
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.63
Spread abs.: 0.09
Spread %: 64.29%
Delta: 0.77
Theta: -0.01
Omega: 3.61
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -6.25%
1 Month
  -11.76%
3 Months  
+219.15%
YTD
  -11.76%
1 Year  
+87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.180 0.041
High (YTD): 2024-05-10 0.180
Low (YTD): 2024-03-05 0.041
52W High: 2024-05-10 0.180
52W Low: 2023-08-14 0.040
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   104.839
Avg. price 1Y:   0.092
Avg. volume 1Y:   50.781
Volatility 1M:   217.69%
Volatility 6M:   251.18%
Volatility 1Y:   249.53%
Volatility 3Y:   -